Re: QuantLib 1.2 Test Suite - Swaption Test Valiadtion Fails

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Multiple-complilation-errors-QuantLibXL-1-1-tp650p653.html

On Sat, Mar 24, 2012 at 4:13 PM, Billy Ng <[hidden email]> wrote:
> unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&SwaptionTest::testCashSettledSwaptions)": std::exception: 1st leg: d1 (March 31st, 2015) later than d2 (March 30th, 2015)
> c:\quantlib-1.2\test-suite\utilities.hpp(78): last checkpoint
>
> The test suite - Swaption is run on today (CommonVars) = March 24, 2012 with the above error.
> As I just started going through the system, what does it mean and the cause of the problem?

Date adjustments going awry on an end of month, I guess.  We'll have
to investigate.

Later,
   Luigi

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