http://quantlib.414.s1.nabble.com/Test-Error-catbonds-difference-expectedVar-9-75-and-actualVar-9-8585329579095582-exceeds-1-tp18251.html
Dear QuantLib users,
I am currently trying to build QuantLib 1.9.2 with Boost 1.64.0 using MS Visual C++ Build Tools 2015 (vc140, Windows 10 SDK, x64). The last time I compiled QuantLib was version 1.9.0 with Boost 1.60.0 and MS Visual Studio 2015 (in conjunction with, I believe, the Windows 8.1 SDK) which worked just fine. On the new setup, however, the build fails the test suite:
(PostBuildEvent target) ->
catbonds.cpp(169): error : in "QuantLib test suite/CatBond tests/QuantLib__de
tail__quantlib_test_case(&CatBondTest__testBetaRisk)": difference{0.0111316} be
tween expectedVar{9.75} and actualVar{9.8585329579095582} exceeds 1%
Here's some information on the settings I used to build Boost and QuantLib:
Boost (after setting vcvarsall x64):
bjam --toolset=msvc-14.0 address-model=64 --build-type=complete --stagedir=stage\x64 stage -a
for QuantLib, I am using the following script:
SET QL_DIR=D:\quantlib\QuantLib-1.9.2
SET BOOST_DIR=D:\quantlib\boost_1_64_0
SET LIB=%BOOST_DIR%\stage\x64\lib;%LIB%
SET INCLUDE=%BOOST_DIR%;%INCLUDE%
SET UseEnv=true
msbuild /p:AdditionalLibPaths="%BOOST_DIR%\stage\x64\lib" /p:Configuration=Release /p:Platform=x64 QuantLib_vc14.sln
I also tried with the MS Build Tools 2017 RC (Windows 10 SDK, vc141) which, after some adaptations to the project files also resulted in the same test error.
Is there anyone who encountered the same issue? Any tips or hints on how to solve it/what to look into specifically?
Thanks & best regards,
Paul