Re: Test suite failure in master

Posted by Peter Caspers-4 on Aug 29, 2015; 5:39pm
URL: http://quantlib.414.s1.nabble.com/Test-suite-failure-in-master-tp16866p16868.html

thought as much, thank you
Peter

On 29 August 2015 at 19:50, Luigi Ballabio <[hidden email]> wrote:

> I think it's date-dependent. I don't think anything relevant changed since
> the last time I ran it.
>
> Luigi
>
>
> On 19:14, Sat, Aug 29, 2015 Peter Caspers <[hidden email]> wrote:
>>
>> 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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>
> --
>
> <http://leanpub.com/implementingquantlib/>
> <http://implementingquantlib.com>
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