Your message dated Wed, 11 Nov 2009 10:28:34 -0600
with message-id <19194.58930.107394.323...@ron.nulle.part>
and subject line Re: [Quantlib-dev] Bug#525603: libquantlib0-dev:
quantlib-test-suite error
has caused the Debian Bug report #525603,
regarding libquantlib0-dev: quantlib-test-suite error
to be marked as done.
This means that you claim that the problem has been dealt with.
If this is not the case it is now your responsibility to reopen the
Bug report if necessary, and/or fix the problem forthwith.
(NB: If you are a system administrator and have no idea what this
message is talking about, this may indicate a serious mail system
misconfiguration somewhere. Please contact ow...@bugs.debian.org
immediately.)
--
525603: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=525603
Debian Bug Tracking System
Contact ow...@bugs.debian.org with problems
--- Begin Message ---
Package: libquantlib0-dev
Version: 0.9.7-1
Severity: normal
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
--- End Message ---
--- Begin Message ---
On 27 April 2009 at 06:02, Dirk Eddelbuettel wrote:
| On 27 April 2009 at 11:48, Ferdinando Ametrano wrote:
| | 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.
|
| Cool, thank you!
Closing this bug now after uploads of three pre-releases for QuantLib 0.9.9
as well as an upload of the final version released today. They are sitting
in the NEW queue as they create a new library libQuantLib0-0.9.9
The regression tests all passed with flying colours and make the build take
over 100 mins on my box.
Dirk
| Dirk
|
| | 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
| | >
|
| --
| 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
--
Three out of two people have difficulties with fractions.
--- End Message ---
