Problem with HestonModelTest::testFdBarrierVsCached

Posted by Kymric on
URL: http://quantlib.414.s1.nabble.com/Problem-with-HestonModelTest-testFdBarrierVsCached-tp1495.html

Hi,

I've been trying to run/debug HestonModelTest::testFdBarrierVsCached in Debug build and is getting the following error when it gets to line "Real calculated = option.NPV();"

"First-chance exception at 0x7c812a6b in QuantLib-test-suite-vc90-mt-gd-0_9_7.exe: Microsoft C++ exception: QuantLib::Error at memory location 0x0012ce40.."

The issue seems to be coursed by an exception encounted in InverseNonCentralChiSquareDistribution::operator()

Could someone let me know a way to resolve this?

I'm running Quantlib 0.9.7 with boost 1.35.0 and msvc-9.0.

Cheers,

Kymric