Posted by
Peter Caspers-4 on
Aug 29, 2015; 4:42pm
URL: http://quantlib.414.s1.nabble.com/Test-suite-failure-in-master-tp16866.html
Hi Luigi,
I get the following erros in the current master. Any idea where it may
come from ? Is it maybe this kind of system date dependent thing one
sees from time to time ?
Thanks
Peter
Testing alpha caplet calibration in a lognormal coterminal swap market model...
unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint
Testing GHLS caplet calibration in a lognormal coterminal swap market model...
unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint
Testing max homogeneity caplet calibration in a lognormal coterminal
swap market model...
unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint
Testing max homogeneity periodic caplet calibration in a lognormal
coterminal swap market model...
Testing sphere-cylinder optimization...
*** 3 failures detected in test suite "Master Test Suite"
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