Re: Preliminary tarballs for QuantLib 1.7

Posted by Peter Caspers-4 on Nov 14, 2015; 4:23pm
URL: http://quantlib.414.s1.nabble.com/Preliminary-tarballs-for-QuantLib-1-7-tp17008p17077.html

I tested QuantLib-1.7.tar.gz, it builds fine with gcc 4.9.3 / boost
1.59.0 on my machine. The test-suite runs fine as well, also under
memcheck, except for a use of uninitialized values triggered from

VPPTest::testKlugeExtOUMatrixDecomposition()

but I do not think that this is specific to the release. Maybe Klaus,
can you have a closer look ? I attach the full memcheck log.

Two more observations (also unrelated to 1.7, anyway):

The following files are wrongly marked as executable, is that coming
from the repository?

-rwxrwxr-x 1 peter peter   3085 Nov 12 15:38 ql/userconfig.hpp
-rwxrwxr-x 1 peter peter   7844 Nov 12 15:38 test-suite/observable.cpp
-rwxrwxr-x 1 peter peter  14561 Nov 12 15:38 test-suite/quantlibtestsuite.cpp

Second thing is that when running the test-suite overnight and the
system date changes in the middle of a test, the check for restoring
the settings (if applicable to the case) may fail, like here

utilities.hpp(80): error: in "QuantLib test suite/Forward option
tests/QuantLib::detail::quantlib_test_case(&ForwardOptionTest::testGreeksInitialization)":
Evaluation date not reset
  before: November 13th, 2015
  after:  November 14th, 2015

I guess that would be fixed though by the more general attempt to make
the suite deterministic w.r.t. the evaluation date (PR #313).

Peter

On 13 November 2015 at 17:11, Luigi Ballabio <[hidden email]> wrote:

> Hi all,
>     new tentative tarballs (which by now should be pretty close to release
> 1.7, and include a list of changes) are available at
> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>. if
> you have some time, please try them out and report any problems.
>
> Thanks,
>     Luigi
>
>
> On Fri, Oct 30, 2015 at 5:04 PM Luigi Ballabio <[hidden email]>
> wrote:
>>
>> Hi all,
>>     tarballs of what will eventually become QuantLib 1.7 are available at
>> <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>; if
>> you have some time, please try them out and report any problems. The list of
>> changes is not yet available, but a list of the pull requests that made it
>> into this release are at
>> <https://github.com/lballabio/quantlib/issues?utf8=%E2%9C%93&q=milestone%3A%221.7+release%22+>
>>
>> Thanks,
>>     Luigi
>>
>> --
>>
>> <http://leanpub.com/implementingquantlib>
>> <http://implementingquantlib.com>
>> <http://twitter.com/lballabio>
>
> --
>
> <http://leanpub.com/implementingquantlib>
> <http://implementingquantlib.com>
> <http://twitter.com/lballabio>
>
>
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