Re: Failed test in CVS

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/Failed-test-in-CVS-tp3393p3399.html

At 18:47 01/11/2004, Joseph Wang wrote:

>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

Joseph,
         what QuantLib version would this be?

Later,
         Luigi