Hi all,
i 've got testing errors from testsuite in QuantLib 0.9.6. with visual
studio 2008, boost 1.36.
The output is:
>Testing alpha caplet calibration in a lognormal coterminal swap market
model...
11>unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)":
std::exception: last caplet vol (0.1340376439125532) must be equal to
last swaption vol (0.1340657951109429); discrepancy is 2.81511983896976e-005
11>c:\build_ql_0_9_6\quantlib\test-suite\utilities.hpp(76): last checkpoint
11>Testing GHLS caplet calibration in a lognormal coterminal swap market
model...
11>unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)":
std::exception: last caplet vol (0.1340376439125532) must be equal to
last swaption vol (0.1340657951109429); discrepancy is 2.81511983896976e-005
11>c:\build_ql_0_9_6\quantlib\test-suite\utilities.hpp(76): last checkpoint
11>Testing max homogeneity caplet calibration in a lognormal coterminal
swap market model...
11>unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)":
std::exception: last caplet vol (0.1340376439125532) must be equal to
last swaption vol (0.1340657951109429); discrepancy is 2.81511983896976e-005
11>c:\build_ql_0_9_6\quantlib\test-suite\utilities.hpp(76): last checkpoint
with regards,
Kim Tang
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