Re: 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-tp8883p8885.html
interesting - all the tests passed today.
only flags i passed were to tell configure where to find boost.
-kevin
On Tue, Mar 23, 2010 at 7:41 AM, Luigi Ballabio
<[hidden email]> wrote:
On Fri, 2010-03-19 at 15:59 -0400, Kevin Kim wrote:
> Just build QuantLib-1.0, and ran test-suite.
> Relevant output below.
Thanks. What happens if you run the same tests today? And if they pass
now, on what day did they fail?
Also, did you pass any particular flags to ./configure?
Luigi
> 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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