Build 构建quantlib测试套件/分段收益率曲线测试时出错:ASX期货失败
我正在使用Visual Studio Professional 2015(MSVC 14)-版本x64构建Quantlib 1.9。为什么我会出现以下错误Build 构建quantlib测试套件/分段收益率曲线测试时出错:ASX期货失败,build,installation,quantlib,Build,Installation,Quantlib,我正在使用Visual Studio Professional 2015(MSVC 14)-版本x64构建Quantlib 1.9。为什么我会出现以下错误 2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLogLin
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLogLinearDiscountConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57072220 %
2> expected rate: 4.57300000 %
2> Testing consistency of piecewise-linear discount curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearDiscountConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57068683 %
2> expected rate: 4.57300000 %
2> Testing consistency of piecewise-linear zero-yield curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearZeroConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57105482 %
2> expected rate: 4.57300000 %
2> Testing consistency of piecewise-cubic zero-yield curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testSplineZeroConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57134932 %
2> expected rate: 4.57300000 %
2> Testing consistency of piecewise-linear forward-rate curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLinearForwardConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57115379 %
2> expected rate: 4.57300000 %
2> Testing consistency of piecewise-flat forward-rate curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testFlatForwardConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57072220 %
2> expected rate: 4.57300000 %
2> Testing consistency of convex monotone forward-rate curve...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testConvexMonotoneForwardConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57129291 %
2> expected rate: 4.57300000 %
2> Testing consistency of local-bootstrap algorithm...
2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__testLocalBootstrapConsistency)": 2nd ASX futures failure:
2> estimated rate: 4.57129291 %
2> expected rate: 4.57300000 %
这是测试套件中的一个已知问题。检查以下链接:
是的。我可能会做一个快速的1.9.2版本来修复它。