I followed the instructions to install quantlib on my win7 64bit system with VC 2010,quantlib 1.1 and boost 1.47. Three errors occur in testsuite phase in the release version. But building is successful in debug version. The info showed in VC 2010 are as follows.
Output:
1> Testing forward/forward vol stripping from flat term vol surface using optionletstripper1...
1> optionletstripper.cpp(303): fatal error in "QuantLib::detail::quantlib_test_case
(&OptionletStripperTest::testFlatTermVolatilityStripping1)":
1> option tenor: 8Y
1> strike: 4.000000 %
1> stripped vol price: 3.326171 %
1> constant vol price: 3.329205 %
1>EXEC : error : 0.003034 %
1> tolerance: 0.002500 %
1> Testing forward/forward vol stripping from non-flat term vol surface using optionletstripper1...
1> optionletstripper.cpp(362): fatal error in "QuantLib::detail::quantlib_test_case
(&OptionletStripperTest::testTermVolatilityStripping1)":
1> option tenor: 9Y
1> strike: 4.000000 %
1> stripped vol price: 3.358168 %
1> constant vol price: 3.361803 %
1>EXEC : error : 0.003635 %
1> tolerance: 0.002500 %
Test suite "Master Test Suite" failed with:
1> 1703 assertions out of 1705 passed
1> 2 assertions out of 1705 failed
1> 458 test cases out of 460 passed
1> 2 test cases out of 460 failed
1> 2 test cases out of 460 aborted
1>
1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\Microsoft.CppCommon.targets(113,5): error MSB3073: The command
""D:\Program Files (x86)\QuantLib-1.1\test-suite\bin\QuantLib-test-suite-vc100-mt.exe" --log_level=message --
build_info=yes --result_code=no --report_level=short
1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\Microsoft.CppCommon.targets(113,5): error MSB3073: :VCEnd"
exited with code -1.
1>
1>Build FAILED.
1>
1>Time Elapsed 00:20:46.79
Error lists:
Error 1 error : 0.003034 % D:\Program Files (x86)\QuantLib-1.1\test-suite\EXEC testsuite
Error 2 error : 0.003635 % D:\Program Files (x86)\QuantLib-1.1\test-suite\EXEC testsuite
Error 3 error MSB3073: The command ""D:\Program Files (x86)\QuantLib-1.1\test-suite\bin\QuantLib-test-
suite-vc100-mt.exe" --log_level=message --build_info=yes --result_code=no --report_level=short
:VCEnd" exited with code -1. C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\Microsoft.CppCommon.targets 113
Has anyone faced similar problem? Or could anyone give some comments on this problems? I am first time user of quantlib, any idea will be helpful.
Thanks
Xiaotong
6 testsuite