Tests Failing on QL-1.0 on OSX-10.5.8

Posted by Kevin Kim-3 on
URL: http://quantlib.414.s1.nabble.com/Tests-Failing-on-QL-1-0-on-OSX-10-5-8-tp8883.html

Just build QuantLib-1.0, and ran test-suite.
Relevant output below.

Thanks,
-kevin



Testing piecewise-flat hazard-rate consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatHazardConsistency)": 
Failed to reproduce fair spread for 1Y credit-default swaps
    computed rate: 0.5396668139 %
    input rate:    0.5000000000 %
Testing piecewise-flat default-density consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatDensityConsistency)": 
Failed to reproduce fair spread for 1Y credit-default swaps
    computed rate: 0.5390875444 %
    input rate:    0.5000000000 %
Testing piecewise-linear default-density consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLinearDensityConsistency)": 
Failed to reproduce fair spread for 1Y credit-default swaps
    computed rate: 0.5101786989 %
    input rate:    0.5000000000 %
Testing log-linear survival-probability consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLogLinearSurvivalConsistency)": 
Failed to reproduce fair spread for 1Y credit-default swaps
    computed rate: 0.5396668139 %
    input rate:    0.5000000000 %




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