http://quantlib.414.s1.nabble.com/Negative-Rates-Failed-tests-for-PiecewiseYieldCurve-tp13240p13241.html
apologies for the late reply. That test uses log-linear
to the logarithm. The test case should just be disabled when negative
rates are allowed. You can ignore the failure.
> Hi,
>
> I'm building QL 1.1 with QL_NEGATIVE_RATES enabled in the userconfig.hpp
> file and receive the following failure when running the test suite. The same
> error occurred on two builds on two machines. Both machines are x64 Win7
> machines, using VS2010. The builds are 32 bit though.
>
> The following is a snippet from the build output.
>
> =====================
> Testing consistency of piecewise-log-linear discount curve...
> Testing consistency of piecewise-linear discount curve...
> Testing consistency of piecewise-log-linear zero-yield curve...
> unknown location(0): fatal error in
> "QuantLib::detail::quantlib_test_case(&PiecewiseYieldCurveTest::testLogLinearZeroConsistency)":
> std::exception: 1st iteration: failed at 1st alive instrument, maturity June
> 25th, 2012, reference date June 18th, 2012: invalid value (-3) at index 0
>
> c:\code\quantlib\quantlib-1.1\quantlib-1.1\test-suite\utilities.hpp(78):
> last checkpoint
> Testing consistency of piecewise-linear zero-yield curve...
> Testing consistency of piecewise-cubic zero-yield curve...
> Testing consistency of piecewise-linear forward-rate curve...
> Testing consistency of piecewise-flat forward-rate curve...
> Testing consistency of convex monotone forward-rate curve......
> ...
> ...
>
> Tests completed in 19 m 56 s
>
> Test suite "Master Test Suite" failed with:
> 1703 assertions out of 1704 passed
> 1 assertion out of 1704 failed
> 459 test cases out of 460 passed
> 1 test case out of 460 failed
> 1 test case out of 460 aborted
> ======================
>
> I have seen 2 previous issues remotely similar to this, so there is not much
> in terms of what the solution could be. Please assist.
>
> Regards,
>
> --
> Ahmad Mahomed
>
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