Failed test in CVS

Posted by Joseph Wang on
URL: http://quantlib.414.s1.nabble.com/Failed-test-in-CVS-tp3393.html

I'm getting this error when I run the test suite.  Any ideas as to where
to start
looking for a fix?

digitaloption.cpp(735): fatal error in
"DigitalOptionTest::testMCCashAtHit": American put option with
cash-or-nothing payoff:
    spot value: 105.000000
    strike:           100.000000
    dividend yield:   20.00000%
    risk-free rate:   10.00000%
    reference date:   November 1st, 2004
    maturity:         April 30th, 2005
    volatility:       20.00000%

    expected   value: 12.271500
    calculated value: 12.280527
    error:            0.009027
    tolerance:        0.001000

Tests completed in 907.46 s