Posted by
mrtreibe on
Mar 19, 2004; 10:11am
URL: http://quantlib.414.s1.nabble.com/test-suite-failure-with-capfloor-on-mac-tp2831p2833.html
>>
> 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 checked out the R000305f0-branch from cvs and compiled it with the
same results. The test suite passes everything except for that single
case.
!!!FAILURES!!!
Test Results:
Run: 103 Failures: 1 Errors: 0
1) test: Testing cap/floor dependency on strike (F) line: 154
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 %"
I'm going to try to investigate it some more on the weekend and I'll be
glad to give you any feedback you need.
>
>> 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 :(
I meant that for the 0.3.4 package but I see in History.txt/News.txt
that your planning on the 0.3.5 release at the end of march. Hopefully
we can get this resolved for that release.
Mark.