Posted by
Dirk Eddelbuettel on
URL: http://quantlib.414.s1.nabble.com/Re-Bug-525603-libquantlib0-dev-quantlib-test-suite-error-tp12697p12699.html
On 27 April 2009 at 11:48, Ferdinando Ametrano wrote:
| Hi Dirk
|
| the issue arises when the test is run on a non-trading day. To fix
| this I've added a
| Settings::instance().evaluationDate() =
| conventions.calendar.adjust(Date::todaysDate());
| line so it won't happen again.
Cool, thank you!
Dirk
| thank you for the report
|
| ciao -- Nando
|
| On Sun, Apr 26, 2009 at 2:13 PM, Dirk Eddelbuettel <
[hidden email]> wrote:
| >
| > Hi,
| >
| > Arnaud noticed that quantlib-test-suite dies on the error below, seemingly
| > from the code in test-suite/swaptionvolatilitymatrix.cpp that does:
| >
| > Date exerciseDate = swaption.exercise()->dates().front();
| > if (exerciseDate!=vol->optionDates()[i])
| > BOOST_FAIL(
| > "optionDateFromTenor mismatch for " <<
| > description << ":"
| > "\n option tenor: " << atm.tenors.options[i] <<
| > "\nactual option date: " << exerciseDate <<
| > "\n exp. option date: " << vol->optionDates()[i]);
| >
| >
| > This happened to him on amd64, I see the same on i386. Is that considered an
| > actual bug, or merely an imperfect implementation in the date logic in
| > swaption exercise handling ?
| >
| > Thanks, Dirk
| >
| > On 25 April 2009 at 22:53, Arnaud Battistella wrote:
| > | Hi,
| > | This is probably a rather unimportant bug; however, quantlib-test-suite reports 1 failure. I do not know if
| > | this problem is old or not as it is the first time I run this command (I only use quantlib from R). Let me
| > | know if you need additional information.
| > | Thanks again for your amazing work with R, quantlib, gsl etc...
| > | Very best!
| > | A.
| > |
| > | Output:
| > |
| > | Running 390 test cases...
| > | swaptionvolatilitymatrix.cpp(214): fatal error in
| > | "SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence": optionDateFromTenor mismatch for floating
| > | reference date, floating market data:
| > | option tenor: 1M
| > | actual option date: May 25th, 2009
| > | exp. option date: May 27th, 2009
| > |
| > | Tests completed in 18 m 35 s
| > |
| > |
| > | *** 1 failure detected in test suite "Master Test Suite"
| > |
| > | -- System Information:
| > | Debian Release: squeeze/sid
| > | APT prefers testing
| > | APT policy: (990, 'testing'), (300, 'unstable')
| > | Architecture: amd64 (x86_64)
| > |
| > | Kernel: Linux 2.6.26-2-amd64 (SMP w/4 CPU cores)
| > | Locale: LANG=en_US.UTF-8, LC_CTYPE=en_US.UTF-8 (charmap=UTF-8)
| > | Shell: /bin/sh linked to /bin/bash
| > |
| > | Versions of packages libquantlib0-dev depends on:
| > | ii libboost-test-dev 1.34.1-15+b1 components for writing and executi
| > | ii libboost-test1.34.1 1.34.1-15+b1 components for writing and executi
| > | ii libc6 2.9-4 GNU C Library: Shared libraries
| > | ii libc6-dev 2.9-4 GNU C Library: Development Librari
| > | ii libgcc1 1:4.3.3-3 GCC support library
| > | ii libquantlib-0.9.7 0.9.7-1 Quantitative Finance Library -- de
| > | ii libstdc++6 4.3.3-3 The GNU Standard C++ Library v3
| > |
| > | libquantlib0-dev recommends no packages.
| > |
| > | libquantlib0-dev suggests no packages.
| > |
| > | -- no debconf information
| > |
| > |
| >
| > --
| > Three out of two people have difficulties with fractions.
| >
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| >
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--
Three out of two people have difficulties with fractions.
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