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Re: [Quantlib-users] Preliminary tarballs for QuantLib 1.7

Posted by Klaus Spanderen-2 on Nov 15, 2015; 10:11pm
URL: http://quantlib.414.s1.nabble.com/Preliminary-tarballs-for-QuantLib-1-7-tp17008p17092.html

Hi Peter,

thanks for highlighting this issue. You're right, the test compares
uninitialized values with themselves and therefore the explanatory power is
not as good as it could be. IMO the fix is a one line change and I've sent a PR
to Luigi.

regards
Klaus


On Saturday, November 14, 2015 06:04:04 PM Peter Caspers wrote:

> 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::testGreeksIni
> tialization)": 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
> >> <<a href="https://github.com/lballabio/quantlib/issues?utf8=%E2%9C%93&q=milestone%">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>
> >
> >
> > --------------------------------------------------------------------------
> > ----
> >
> > _______________________________________________
> > QuantLib-dev mailing list
> > [hidden email]
> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev


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