Login  Register

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

Posted by Luigi Ballabio on Feb 24, 2017; 9:42am
URL: http://quantlib.414.s1.nabble.com/Error-building-quantlib-test-suite-piecewise-yield-curve-tests-ASX-futures-failure-tp18104p18106.html

It's an error in the test code.  Please ignore it until I do a bug-fix release.

Luigi


On Thu, Feb 23, 2017 at 4:53 PM Edvaldo Melo <[hidden email]> wrote:

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 %
------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users