Posted by
Bianchetti Marco-2 on
URL: http://quantlib.414.s1.nabble.com/Errors-in-test-suite-tp9911.html
On the trunk using vc7 I get the following three errors in test suite:
Testing Joint Calibration of an Heston Equity Processincl. Stochastic
Interest Rates via a Hull-White Model...
./hybridhestonhullwhiteprocess.cpp(1418): error in
"HybridHestonHullWhiteProcessTest::testPseudoJointCalibration": Failed
to calibrate Heston Hull-White Model
Testing randomized lattice sequences, C up to dimension 30...
./lowdiscrepancysequences.cpp(156): error in
"LowDiscrepancyTest::testRandomizedLattices": Lattice generatorC returns
a mean of 0.49985 with standard deviation -4.12168 in dimension 7
Testing consistency of piecewise-spline forward-rate curve...
unknown location(0): fatal error in
"PiecewiseYieldCurveTest::testSplineForwardConsistency": std::exception:
1st iteration: could not bootstrap the 17th instrument, maturity
November 8th, 2019
error message: root not bracketed: f[2.22045e-016,3] ->
[-3.371568e-003,-6.562049e-002]
.\lowdiscrepancysequences.cpp(156): last checkpoint
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