Your message dated Mon, 27 Apr 2009 11:48:01 +0200 with message-id <8641e81c0904270248s24a67c7esa9da93b1b432e...@mail.gmail.com> 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) Dirk Eddelbuettel <e...@debian.org>
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--- Begin Message ---Hi Dirk the issue arises when the test is run on a non-trading day. To fix this I've added a Settings::instance().evaluationDate() = conventions.calendar.adjust(Date::todaysDate()); line so it won't happen again. thank you for the report ciao -- Nando On Sun, Apr 26, 2009 at 2:13 PM, Dirk Eddelbuettel <e...@debian.org> wrote: > > 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. > > ------------------------------------------------------------------------------ > Crystal Reports - New Free Runtime and 30 Day Trial > Check out the new simplified licensign option that enables unlimited > royalty-free distribution of the report engine for externally facing > server and web deployment. > http://p.sf.net/sfu/businessobjects > _______________________________________________ > QuantLib-dev mailing list > quantlib-...@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/quantlib-dev >
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