Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/one-error-when-building-the-test-suite-tp5133p5134.html
On Sat, 2006-11-04 at 03:41 +0800,
[hidden email] wrote:
> I encountered one error when building the test-suite, in fact the
> whole Quantlib files, the ouput window reads:
> (Testing Heston model calibration using a flat volatility surface...
> unknown location(0): fatal error in
> "HestonModelTest::testBlackCalibration": std::exception: MINPACK:
> number of calls to fcn has reached or exceeded maxfev.)
Yes, it is a known issue. The solver needs more iterations to converge.
This will be fixed in the upcoming release.
> Besides, the test-suite building process is really slow, it costs me
> 6h47m32s, while other buildings seems normal. so this is a Visual
> Studio problem, or only because of CPU?
It is probably because you're building it in Debug mode. It runs much
faster in Release mode.
Later,
Luigi
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A programming language is low-level when its programs require attention
to the irrelevant.
-- Alan Perlis