Re: Failed test in CVS

Posted by Joseph Wang on
URL: http://quantlib.414.s1.nabble.com/Failed-test-in-CVS-tp3393p3400.html

It's the version in CVS.

Luigi Ballabio wrote:

> 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
>