Your message dated Sun, 26 Apr 2009 07:13:41 -0500 with message-id <18932.20469.356073.358...@ron.nulle.part> has caused the report #525603, regarding libquantlib0-dev: quantlib-test-suite error to be marked as having been forwarded to the upstream software author(s)
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--- Begin Message ---Hi, Arnaud noticed that quantlib-test-suite dies on the error below, seemingly from the code in test-suite/swaptionvolatilitymatrix.cpp that does: Date exerciseDate = swaption.exercise()->dates().front(); if (exerciseDate!=vol->optionDates()[i]) BOOST_FAIL( "optionDateFromTenor mismatch for " << description << ":" "\n option tenor: " << atm.tenors.options[i] << "\nactual option date: " << exerciseDate << "\n exp. option date: " << vol->optionDates()[i]); This happened to him on amd64, I see the same on i386. Is that considered an actual bug, or merely an imperfect implementation in the date logic in swaption exercise handling ? Thanks, Dirk On 25 April 2009 at 22:53, Arnaud Battistella wrote: | Hi, | This is probably a rather unimportant bug; however, quantlib-test-suite reports 1 failure. I do not know if | this problem is old or not as it is the first time I run this command (I only use quantlib from R). Let me | know if you need additional information. | Thanks again for your amazing work with R, quantlib, gsl etc... | Very best! | A. | | Output: | | Running 390 test cases... | swaptionvolatilitymatrix.cpp(214): fatal error in | "SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence": optionDateFromTenor mismatch for floating | reference date, floating market data: | option tenor: 1M | actual option date: May 25th, 2009 | exp. option date: May 27th, 2009 | | Tests completed in 18 m 35 s | | | *** 1 failure detected in test suite "Master Test Suite" | | -- System Information: | Debian Release: squeeze/sid | APT prefers testing | APT policy: (990, 'testing'), (300, 'unstable') | Architecture: amd64 (x86_64) | | Kernel: Linux 2.6.26-2-amd64 (SMP w/4 CPU cores) | Locale: LANG=en_US.UTF-8, LC_CTYPE=en_US.UTF-8 (charmap=UTF-8) | Shell: /bin/sh linked to /bin/bash | | Versions of packages libquantlib0-dev depends on: | ii libboost-test-dev 1.34.1-15+b1 components for writing and executi | ii libboost-test1.34.1 1.34.1-15+b1 components for writing and executi | ii libc6 2.9-4 GNU C Library: Shared libraries | ii libc6-dev 2.9-4 GNU C Library: Development Librari | ii libgcc1 1:4.3.3-3 GCC support library | ii libquantlib-0.9.7 0.9.7-1 Quantitative Finance Library -- de | ii libstdc++6 4.3.3-3 The GNU Standard C++ Library v3 | | libquantlib0-dev recommends no packages. | | libquantlib0-dev suggests no packages. | | -- no debconf information | | -- Three out of two people have difficulties with fractions.
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