Re: test-suite failure with capfloor on mac

Posted by Ferdinando M. Ametrano-3 on Mar 19, 2004; 12:58am
URL: http://quantlib.414.s1.nabble.com/test-suite-failure-with-capfloor-on-mac-tp2831p2832.html

Hi Mark

>As a small contribution I'm putting together a fink package description
>for the mac.
>Fink is basically a collection of unix-ports that uses the debian package
>system.
great!

>1) test: Testing cap/floor dependency on strike (F) line: 164 capfloor.cpp
>  "NPV is increasing with the strike in a cap:
>     length: 5 years
>     volatility: 1.00 %
>     value: -0.000000 at strike: 6.00 %
>     value: 0.000000 at strike: 7.00 %"
>
>By expanding the precision displayed it looks like its a numerical
>rounding error thats probably an artifact of the double-precision
>emulation of the G4.

I will investigate this.

>The above results were from 0.3.4 but I also tested with cvs and had the
>same results.
Can I suggest you to try the 0.3.5 release candidate:
http://www.quantlib.org/gm/
It should be released by the end of this month, and it would be nice to
have a fink package.
It would be even better if you check 0.3.5f0 out from the CVS with the tag
R000305f0: I will probably extend the test failure output and might need
your feedback.

>   I'm tempted to just remove that single case for the fink package but
> how can the implementation be corrected for the mac?
I would be quite unhappy with this non-solution :(

thank you for your time and contribution

ciao -- Nando