RES: Error building quantlib test suite/ piecewise yield curve tests: ASX futures failure

Posted by Pedro Milet on Feb 23, 2017; 4:00pm
URL: http://quantlib.414.s1.nabble.com/Error-building-quantlib-test-suite-piecewise-yield-curve-tests-ASX-futures-failure-tp18104p18105.html

Hi Edvaldo,

 

You can ignore the errors, it’s a known issue in the test suite - see Luigi’s answer at https://sourceforge.net/p/quantlib/mailman/message/35654704/.

 

Pedro

 

 

De: Edvaldo Melo [mailto:[hidden email]]
Enviada em: quinta-feira, 23 de fevereiro de 2017 12:51
Para: [hidden email]
Assunto: [Quantlib-users] Error building quantlib test suite/ piecewise yield curve tests: ASX futures failure

 

Hi, 

I'm trying to build Quantlib 1.9 with Visual Studio Professional 2015 (MSVC 14) - Release x64. Why am I getting the following errors? Thanks

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLogLinearDiscountConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57072220 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of piecewise-linear discount curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearDiscountConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57068683 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of piecewise-linear zero-yield curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearZeroConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57105482 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of piecewise-cubic zero-yield curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testSplineZeroConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57134932 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of piecewise-linear forward-rate curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearForwardConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57115379 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of piecewise-flat forward-rate curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testFlatForwardConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57072220 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of convex monotone forward-rate curve...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testConvexMonotoneForwardConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57129291 %

2>    expected rate:  4.57300000 %

2>  Testing consistency of local-bootstrap algorithm...

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLocalBootstrapConsistency)": 2nd ASX futures failure:

2>    estimated rate: 4.57129291 %

2>    expected rate:  4.57300000 %

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