http://quantlib.414.s1.nabble.com/How-to-handle-sink-schedules-stepped-coupons-stepped-formulas-callable-floaters-tp7771p7779.html
thanks for highlighting this problem.
dimensional finite difference solver FdmNdimSolver. As far as I can see it
> Thanks.
> I did commented out other tests.
> Running just vppOption.NPV() takes minutes.
>
> Some more info, hope it helps.
> vppOption.NPV() is the only problem.
> Other VPP tests run fine.
>
> Billy
>
> -----Original Message-----
> From: Luigi Ballabio [mailto:
[hidden email]]
> Sent: Monday, May 28, 2012 5:53 PM
> To: Billy Ng
> Cc:
[hidden email]
> Subject: Re: [Quantlib-users] Test Suite Crashed in QL v1.2
>
>
> As for running vpp.cpp alone, you can just edit quantlibtestsuite.cpp
> and comment out all the test->add(...) instructions except for the one
> that adds the VPP tests.
>
> As for the error, I don't think you need to go into the Boost code.
> The problem is likely to be further up in the stack trace, in the code
> from QuantLib that calls Boost. I'd examine that instruction and see
> if it's doing something incorrect, like asking an out-of-bound element
> or looping outside a valid range. When the debugger stops, you can
> just go up the stack trace to the calling function until you find
> QuantLib code.
>
> Luigi
>
> On Mon, May 28, 2012 at 11:10 AM, Billy Ng <
[hidden email]> wrote:
> > I compiled the whole thing in Debug Mode.
> > In running the testsuite, it crashed at vpp.cpp after running for a while
> > I think the problem is caused by "vector subscript out of range" under
> > Boost. I do not have access to the boost source code, so it turn up with
> > some disassembly code. Therefore, I cannot trace where went wrong as it
> > is after running for a while.
> >
> > I have the option to copy out vpp.cpp as a standalone project, but I
> > think I should at least ask in this mailing list to see if there a
> > solution for it. It does not make sense if I cannot do testing under a
> > test-suite as the problem may not repeat if running alone
> >
> > Billy
> >
> > VPPTest::testVPPPricing()
> > const Real fdmPrice = vppOption.NPV();
> >
> > The system crashed at the following, an assertion error.
> > line 764 std::vector
> > #if _HAS_ITERATOR_DEBUGGING
> > if (size() <= _Pos)
> > {
> > _DEBUG_ERROR("vector subscript out of range");
> > _SCL_SECURE_OUT_OF_RANGE;
> > }
> > #endif /* _HAS_ITERATOR_DEBUGGING */
> >
> >
> > -----Original Message-----
> > From: Luigi Ballabio [mailto:
[hidden email]]
> > Sent: Monday, May 28, 2012 4:54 PM
> > To: Billy Ng
> > Cc:
[hidden email]
> > Subject: Re: [Quantlib-users] Test Suite Crashed in QL v1.2
> >
> > On Sat, May 26, 2012 at 5:50 AM, Billy Ng <
[hidden email]> wrote:
> >> In trying to debug this problem under Test-Suite Project, how to make
> >> source code visible to the debugger? Sorry if it is a bit off topic.
> >
> > It should be as easy as compiling the whole thing in Debug mode and
> > starting the debugger. Visual Studio should show you the code
> > automatically. What is it exactly that you're doing?
> >
> > Luigi
>
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