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/srv/reproducible-results/rbuild-debian/r-b-build.0MxkhDq9/b1/quantlib_1.34-1_i386.changes vs.
/srv/reproducible-results/rbuild-debian/r-b-build.0MxkhDq9/b2/quantlib_1.34-1_i386.changes
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Files
    
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1 ·6b5a02244cb8766819437b5d54c214d3·1927048·debug·optional·libquantlib0-dev-dbgsym_1.34-1_i386.deb1 ·6b5a02244cb8766819437b5d54c214d3·1927048·debug·optional·libquantlib0-dev-dbgsym_1.34-1_i386.deb
2 ·0bf7bb593a316121561979d38d4d2d1c·21306264·libdevel·optional·libquantlib0-dev_1.34-1_i386.deb2 ·a095167032279e81a69e51b2e6f14f0b·21316084·libdevel·optional·libquantlib0-dev_1.34-1_i386.deb
3 ·2e9025420dff0bc4d71056c51bb77738·573408·debug·optional·libquantlib0v5-dbgsym_1.34-1_i386.deb3 ·2e9025420dff0bc4d71056c51bb77738·573408·debug·optional·libquantlib0v5-dbgsym_1.34-1_i386.deb
4 ·4ba8015399a5beae75b5e682a0279a1d·8173736·libs·optional·libquantlib0v5_1.34-1_i386.deb4 ·4ba8015399a5beae75b5e682a0279a1d·8173736·libs·optional·libquantlib0v5_1.34-1_i386.deb
5 ·347eed21f541fb118741d2e4b681debd·150788·debug·optional·quantlib-examples-dbgsym_1.34-1_i386.deb5 ·347eed21f541fb118741d2e4b681debd·150788·debug·optional·quantlib-examples-dbgsym_1.34-1_i386.deb
6 ·9c0031ee75bc0e18bdec1f5ea5889b8b·834484·devel·optional·quantlib-examples_1.34-1_i386.deb6 ·9c0031ee75bc0e18bdec1f5ea5889b8b·834484·devel·optional·quantlib-examples_1.34-1_i386.deb
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libquantlib0-dev_1.34-1_i386.deb
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file list
    
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1 -rw-r--r--···0········0········0········4·2024-04-24·12:59:11.000000·debian-binary1 -rw-r--r--···0········0········0········4·2024-04-24·12:59:11.000000·debian-binary
2 -rw-r--r--···0········0········0······976·2024-04-24·12:59:11.000000·control.tar.xz2 -rw-r--r--···0········0········0······976·2024-04-24·12:59:11.000000·control.tar.xz
3 -rw-r--r--···0········0········0·21305096·2024-04-24·12:59:11.000000·data.tar.xz3 -rw-r--r--···0········0········0·21314916·2024-04-24·12:59:11.000000·data.tar.xz
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control.tar.xz
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control.tar
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./control
    
Offset 1, 13 lines modifiedOffset 1, 13 lines modified
1 Package:·libquantlib0-dev1 Package:·libquantlib0-dev
2 Source:·quantlib2 Source:·quantlib
3 Version:·1.34-13 Version:·1.34-1
4 Architecture:·i3864 Architecture:·i386
5 Maintainer:·Dirk·Eddelbuettel·<edd@debian.org>5 Maintainer:·Dirk·Eddelbuettel·<edd@debian.org>
6 Installed-Size:·1401486 Installed-Size:·140159
7 Depends:·libc6·(>=·2.34),·libgcc-s1·(>=·4.2),·libgomp1·(>=·4.9),·libquantlib0v5·(=·1.34-1),·libstdc++6·(>=·13.1),·libc6-dev,·libboost-test-dev7 Depends:·libc6·(>=·2.34),·libgcc-s1·(>=·4.2),·libgomp1·(>=·4.9),·libquantlib0v5·(=·1.34-1),·libstdc++6·(>=·13.1),·libc6-dev,·libboost-test-dev
8 Replaces:·libquantlib-0.3.9,·libquantlib08 Replaces:·libquantlib-0.3.9,·libquantlib0
9 Section:·libdevel9 Section:·libdevel
10 Priority:·optional10 Priority:·optional
11 Homepage:·https://www.quantlib.org11 Homepage:·https://www.quantlib.org
12 Description:·Quantitative·Finance·Library·--·development·package12 Description:·Quantitative·Finance·Library·--·development·package
13 ·The·QuantLib·project·aims·to·provide·a·comprehensive·software·framework13 ·The·QuantLib·project·aims·to·provide·a·comprehensive·software·framework
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data.tar.xz
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data.tar
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9.05 KB
file list
    
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1525 -rw-r--r--···0·root·········(0)·root·········(0)·····4732·2024-04-24·12:59:11.000000·./usr/share/aclocal/quantlib.m41525 -rw-r--r--···0·root·········(0)·root·········(0)·····4732·2024-04-24·12:59:11.000000·./usr/share/aclocal/quantlib.m4
1526 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/1526 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/
1527 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/1527 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/
1528 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/1528 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/
1529 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/1529 drwxr-xr-x···0·root·········(0)·root·········(0)········0·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/
1530 -rw-r--r--···0·root·········(0)·root·········(0)·····1863·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/CMakeLists.txt.gz1530 -rw-r--r--···0·root·········(0)·root·········(0)·····1863·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/CMakeLists.txt.gz
1531 -rw-r--r--···0·root·········(0)·root·········(0)·····2099·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.am.gz1531 -rw-r--r--···0·root·········(0)·root·········(0)·····2099·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.am.gz
1532 -rw-r--r--···0·root·········(0)·root·········(0)····17097·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.gz1532 -rw-r--r--···0·root·········(0)·root·········(0)····17095·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.gz
1533 -rw-r--r--···0·root·········(0)·root·········(0)····17347·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.in.gz1533 -rw-r--r--···0·root·········(0)·root·········(0)····17347·2024-04-24·12:59:11.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.in.gz
1534 -rw-r--r--···0·root·········(0)·root·········(0)······165·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/README.txt1534 -rw-r--r--···0·root·········(0)·root·········(0)······165·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/README.txt
1535 -rw-r--r--···0·root·········(0)·root·········(0)····16591·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/americanoption.cpp.gz1535 -rw-r--r--···0·root·········(0)·root·········(0)····16591·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/americanoption.cpp.gz
1536 -rw-r--r--···0·root·········(0)·root·········(0)·····3750·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/amortizingbond.cpp.gz1536 -rw-r--r--···0·root·········(0)·root·········(0)·····3750·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/amortizingbond.cpp.gz
1537 -rw-r--r--···0·root·········(0)·root·········(0)·····7650·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/andreasenhugevolatilityinterpl.cpp.gz1537 -rw-r--r--···0·root·········(0)·root·········(0)·····7650·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/andreasenhugevolatilityinterpl.cpp.gz
1538 -rw-r--r--···0·root·········(0)·root·········(0)·····2684·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/array.cpp.gz1538 -rw-r--r--···0·root·········(0)·root·········(0)·····2684·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/array.cpp.gz
1539 -rw-r--r--···0·root·········(0)·root·········(0)····15009·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/asianoptions.cpp.gz1539 -rw-r--r--···0·root·········(0)·root·········(0)····15009·2024-04-22·08:04:08.000000·./usr/share/doc/libquantlib0v5/examples/test-suite/asianoptions.cpp.gz
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./usr/share/doc/libquantlib0v5/examples/test-suite/Makefile.gz
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Makefile
    
Offset 796, 15 lines modifiedOffset 796, 15 lines modified
796 PATH_SEPARATOR·=·:796 PATH_SEPARATOR·=·:
797 PDFLATEX·=·797 PDFLATEX·=·
798 PTHREAD_CXXFLAGS·=·798 PTHREAD_CXXFLAGS·=·
799 PTHREAD_LIB·=·799 PTHREAD_LIB·=·
800 RANLIB·=·ranlib800 RANLIB·=·ranlib
801 SED·=·/usr/bin/sed801 SED·=·/usr/bin/sed
802 SET_MAKE·=·802 SET_MAKE·=·
803 SHELL·=·/bin/bash803 SHELL·=·/bin/sh
804 STRIP·=·strip804 STRIP·=·strip
805 SYSTEM_HEADER_CXXFLAGS·=·805 SYSTEM_HEADER_CXXFLAGS·=·
806 VERSION·=·1.34806 VERSION·=·1.34
807 abs_builddir·=·/build/reproducible-path/quantlib-1.34/test-suite807 abs_builddir·=·/build/reproducible-path/quantlib-1.34/test-suite
808 abs_srcdir·=·/build/reproducible-path/quantlib-1.34/test-suite808 abs_srcdir·=·/build/reproducible-path/quantlib-1.34/test-suite
809 abs_top_builddir·=·/build/reproducible-path/quantlib-1.34809 abs_top_builddir·=·/build/reproducible-path/quantlib-1.34
810 abs_top_srcdir·=·/build/reproducible-path/quantlib-1.34810 abs_top_srcdir·=·/build/reproducible-path/quantlib-1.34
⊟
8.32 KB
./usr/share/doc/libquantlib0v5/examples/test-suite/quantlib-test-suite.log.gz
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8.17 KB
quantlib-test-suite.log
    
Offset 1395, 168 lines modifiedOffset 1395, 168 lines modified
1395 interpolations.cpp(1852):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·failed·to·calculate·noarb-Sabr·function·at·strike·0.0899999999999999971395 interpolations.cpp(1852):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·failed·to·calculate·noarb-Sabr·function·at·strike·0.089999999999999997
1396 ····expected:···0.618077959983455051396 ····expected:···0.61807795998345505
1397 ····calculated:·0.618077681830621391397 ····calculated:·0.61807768183062139
1398 ····error:······2.7815283365484333e-071398 ····error:······2.7815283365484333e-07
1399 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1399 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1400 failed·to·calibrate·rho·Sabr·parameter:1400 failed·to·calibrate·rho·Sabr·parameter:
1401 ····expected:········0.011401 ····expected:········0.01
1402 ····calibrated:······0.0100614548147416881402 ····calibrated:······0.010061454823440986
1403 ····error:···········6.1454814741688027e-051403 ····error:···········6.1454823440986253e-05
  
1404 noarb-Sabr·calibration·failure:1404 noarb-Sabr·calibration·failure:
1405 ····isAlphaFixed:····true1405 ····isAlphaFixed:····true
1406 ····isBetaFixed:·····true1406 ····isBetaFixed:·····true
1407 ····isNuFixed:·······true1407 ····isNuFixed:·······true
1408 ····isRhoFixed:······false1408 ····isRhoFixed:······false
1409 ····vegaWeighted[i]:·true1409 ····vegaWeighted[i]:·true
1410 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1410 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1411 failed·to·calibrate·nu·Sabr·parameter:1411 failed·to·calibrate·nu·Sabr·parameter:
1412 ····expected:········0.021412 ····expected:········0.02
1413 ····calibrated:······0.0200071033436965871413 ····calibrated:······0.02000710331627617
1414 ····error:···········7.1033436965864394e-061414 ····error:···········7.1033162761698077e-06
  
1415 noarb-Sabr·calibration·failure:1415 noarb-Sabr·calibration·failure:
1416 ····isAlphaFixed:····true1416 ····isAlphaFixed:····true
1417 ····isBetaFixed:·····true1417 ····isBetaFixed:·····true
1418 ····isNuFixed:·······false1418 ····isNuFixed:·······false
1419 ····isRhoFixed:······true1419 ····isRhoFixed:······true
1420 ····vegaWeighted[i]:·true1420 ····vegaWeighted[i]:·true
1421 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1421 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1422 failed·to·calibrate·nu·Sabr·parameter:1422 failed·to·calibrate·nu·Sabr·parameter:
1423 ····expected:········0.021423 ····expected:········0.02
1424 ····calibrated:······0.0198465425284331291424 ····calibrated:······0.01984654252623479
1425 ····error:···········0.000153457471566871561425 ····error:···········0.00015345747376521029
1426 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1426 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1427 failed·to·calibrate·rho·Sabr·parameter:1427 failed·to·calibrate·rho·Sabr·parameter:
1428 ····expected:········0.011428 ····expected:········0.01
1429 ····calibrated:······0.0101904448071978381429 ····calibrated:······0.010190444807678101
1430 ····error:···········0.000190444807197837771430 ····error:···········0.00019044480767810117
  
1431 noarb-Sabr·calibration·failure:1431 noarb-Sabr·calibration·failure:
1432 ····isAlphaFixed:····true1432 ····isAlphaFixed:····true
1433 ····isBetaFixed:·····true1433 ····isBetaFixed:·····true
1434 ····isNuFixed:·······false1434 ····isNuFixed:·······false
1435 ····isRhoFixed:······false1435 ····isRhoFixed:······false
1436 ····vegaWeighted[i]:·true1436 ····vegaWeighted[i]:·true
1437 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1437 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1438 failed·to·calibrate·rho·Sabr·parameter:1438 failed·to·calibrate·rho·Sabr·parameter:
1439 ····expected:········0.011439 ····expected:········0.01
1440 ····calibrated:······0.00994024740466043291440 ····calibrated:······0.0099402755375033562
1441 ····error:···········5.9752595339567297e-051441 ····error:···········5.9724462496643996e-05
  
1442 noarb-Sabr·calibration·failure:1442 noarb-Sabr·calibration·failure:
1443 ····isAlphaFixed:····false1443 ····isAlphaFixed:····false
1444 ····isBetaFixed:·····true1444 ····isBetaFixed:·····true
1445 ····isNuFixed:·······true1445 ····isNuFixed:·······true
1446 ····isRhoFixed:······false1446 ····isRhoFixed:······false
1447 ····vegaWeighted[i]:·true1447 ····vegaWeighted[i]:·true
1448 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1448 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1449 failed·to·calibrate·nu·Sabr·parameter:1449 failed·to·calibrate·nu·Sabr·parameter:
1450 ····expected:········0.021450 ····expected:········0.02
1451 ····calibrated:······0.0199636258190951691451 ····calibrated:······0.019963625818232349
1452 ····error:···········3.6374180904831521e-051452 ····error:···········3.6374181767651753e-05
  
1453 noarb-Sabr·calibration·failure:1453 noarb-Sabr·calibration·failure:
1454 ····isAlphaFixed:····false1454 ····isAlphaFixed:····false
1455 ····isBetaFixed:·····true1455 ····isBetaFixed:·····true
1456 ····isNuFixed:·······false1456 ····isNuFixed:·······false
1457 ····isRhoFixed:······true1457 ····isRhoFixed:······true
1458 ····vegaWeighted[i]:·true1458 ····vegaWeighted[i]:·true
1459 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1459 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1460 failed·to·calibrate·nu·Sabr·parameter:1460 failed·to·calibrate·nu·Sabr·parameter:
1461 ····expected:········0.021461 ····expected:········0.02
1462 ····calibrated:······0.0200708861005228361462 ····calibrated:······0.020070886217836072
1463 ····error:···········7.0886100522835754e-051463 ····error:···········7.0886217836071269e-05
1464 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1464 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1465 failed·to·calibrate·rho·Sabr·parameter:1465 failed·to·calibrate·rho·Sabr·parameter:
1466 ····expected:········0.011466 ····expected:········0.01
1467 ····calibrated:······0.00983049171895938011467 ····calibrated:······0.009830491535086517
1468 ····error:···········0.00016950828104062011468 ····error:···········0.00016950846491348322
  
1469 noarb-Sabr·calibration·failure:1469 noarb-Sabr·calibration·failure:
1470 ····isAlphaFixed:····false1470 ····isAlphaFixed:····false
1471 ····isBetaFixed:·····true1471 ····isBetaFixed:·····true
1472 ····isNuFixed:·······false1472 ····isNuFixed:·······false
1473 ····isRhoFixed:······false1473 ····isRhoFixed:······false
1474 ····vegaWeighted[i]:·true1474 ····vegaWeighted[i]:·true
1475 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1475 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1476 failed·to·calibrate·rho·Sabr·parameter:1476 failed·to·calibrate·rho·Sabr·parameter:
1477 ····expected:········0.011477 ····expected:········0.01
1478 ····calibrated:······0.0100559202300163631478 ····calibrated:······0.010055920227121488
1479 ····error:···········5.5920230016362829e-051479 ····error:···········5.5920227121487517e-05
  
1480 noarb-Sabr·calibration·failure:1480 noarb-Sabr·calibration·failure:
1481 ····isAlphaFixed:····true1481 ····isAlphaFixed:····true
1482 ····isBetaFixed:·····true1482 ····isBetaFixed:·····true
1483 ····isNuFixed:·······true1483 ····isNuFixed:·······true
1484 ····isRhoFixed:······false1484 ····isRhoFixed:······false
1485 ····vegaWeighted[i]:·false1485 ····vegaWeighted[i]:·false
1486 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1486 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1487 failed·to·calibrate·nu·Sabr·parameter:1487 failed·to·calibrate·nu·Sabr·parameter:
1488 ····expected:········0.021488 ····expected:········0.02
1489 ····calibrated:······0.0200107973808830371489 ····calibrated:······0.020010797421271792
1490 ····error:···········1.0797380883036806e-051490 ····error:···········1.0797421271791646e-05
  
1491 noarb-Sabr·calibration·failure:1491 noarb-Sabr·calibration·failure:
1492 ····isAlphaFixed:····true1492 ····isAlphaFixed:····true
1493 ····isBetaFixed:·····true1493 ····isBetaFixed:·····true
1494 ····isNuFixed:·······false1494 ····isNuFixed:·······false
1495 ····isRhoFixed:······true1495 ····isRhoFixed:······true
1496 ····vegaWeighted[i]:·false1496 ····vegaWeighted[i]:·false
1497 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1497 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1498 failed·to·calibrate·nu·Sabr·parameter:1498 failed·to·calibrate·nu·Sabr·parameter:
1499 ····expected:········0.021499 ····expected:········0.02
1500 ····calibrated:······0.0198472672155052821500 ····calibrated:······0.019847267198522114
1501 ····error:···········0.000152732784494718361501 ····error:···········0.0001527328014778867
1502 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1502 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1503 failed·to·calibrate·rho·Sabr·parameter:1503 failed·to·calibrate·rho·Sabr·parameter:
1504 ····expected:········0.011504 ····expected:········0.01
1505 ····calibrated:······0.0101932868769772021505 ····calibrated:······0.010193286895017334
1506 ····error:···········0.000193286876977201771506 ····error:···········0.00019328689501733366
  
1507 noarb-Sabr·calibration·failure:1507 noarb-Sabr·calibration·failure:
1508 ····isAlphaFixed:····true1508 ····isAlphaFixed:····true
1509 ····isBetaFixed:·····true1509 ····isBetaFixed:·····true
1510 ····isNuFixed:·······false1510 ····isNuFixed:·······false
1511 ····isRhoFixed:······false1511 ····isRhoFixed:······false
1512 ····vegaWeighted[i]:·false1512 ····vegaWeighted[i]:·false
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8.28 KB
./usr/share/doc/libquantlib0v5/examples/test-suite/test-suite.log.gz
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test-suite.log
    
Offset 1412, 168 lines modifiedOffset 1412, 168 lines modified
1412 interpolations.cpp(1852):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·failed·to·calculate·noarb-Sabr·function·at·strike·0.0899999999999999971412 interpolations.cpp(1852):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·failed·to·calculate·noarb-Sabr·function·at·strike·0.089999999999999997
1413 ····expected:···0.618077959983455051413 ····expected:···0.61807795998345505
1414 ····calculated:·0.618077681830621391414 ····calculated:·0.61807768183062139
1415 ····error:······2.7815283365484333e-071415 ····error:······2.7815283365484333e-07
1416 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1416 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1417 failed·to·calibrate·rho·Sabr·parameter:1417 failed·to·calibrate·rho·Sabr·parameter:
1418 ····expected:········0.011418 ····expected:········0.01
1419 ····calibrated:······0.0100614548147416881419 ····calibrated:······0.010061454823440986
1420 ····error:···········6.1454814741688027e-051420 ····error:···········6.1454823440986253e-05
  
1421 noarb-Sabr·calibration·failure:1421 noarb-Sabr·calibration·failure:
1422 ····isAlphaFixed:····true1422 ····isAlphaFixed:····true
1423 ····isBetaFixed:·····true1423 ····isBetaFixed:·····true
1424 ····isNuFixed:·······true1424 ····isNuFixed:·······true
1425 ····isRhoFixed:······false1425 ····isRhoFixed:······false
1426 ····vegaWeighted[i]:·true1426 ····vegaWeighted[i]:·true
1427 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1427 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1428 failed·to·calibrate·nu·Sabr·parameter:1428 failed·to·calibrate·nu·Sabr·parameter:
1429 ····expected:········0.021429 ····expected:········0.02
1430 ····calibrated:······0.0200071033436965871430 ····calibrated:······0.02000710331627617
1431 ····error:···········7.1033436965864394e-061431 ····error:···········7.1033162761698077e-06
  
1432 noarb-Sabr·calibration·failure:1432 noarb-Sabr·calibration·failure:
1433 ····isAlphaFixed:····true1433 ····isAlphaFixed:····true
1434 ····isBetaFixed:·····true1434 ····isBetaFixed:·····true
1435 ····isNuFixed:·······false1435 ····isNuFixed:·······false
1436 ····isRhoFixed:······true1436 ····isRhoFixed:······true
1437 ····vegaWeighted[i]:·true1437 ····vegaWeighted[i]:·true
1438 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1438 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1439 failed·to·calibrate·nu·Sabr·parameter:1439 failed·to·calibrate·nu·Sabr·parameter:
1440 ····expected:········0.021440 ····expected:········0.02
1441 ····calibrated:······0.0198465425284331291441 ····calibrated:······0.01984654252623479
1442 ····error:···········0.000153457471566871561442 ····error:···········0.00015345747376521029
1443 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1443 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1444 failed·to·calibrate·rho·Sabr·parameter:1444 failed·to·calibrate·rho·Sabr·parameter:
1445 ····expected:········0.011445 ····expected:········0.01
1446 ····calibrated:······0.0101904448071978381446 ····calibrated:······0.010190444807678101
1447 ····error:···········0.000190444807197837771447 ····error:···········0.00019044480767810117
  
1448 noarb-Sabr·calibration·failure:1448 noarb-Sabr·calibration·failure:
1449 ····isAlphaFixed:····true1449 ····isAlphaFixed:····true
1450 ····isBetaFixed:·····true1450 ····isBetaFixed:·····true
1451 ····isNuFixed:·······false1451 ····isNuFixed:·······false
1452 ····isRhoFixed:······false1452 ····isRhoFixed:······false
1453 ····vegaWeighted[i]:·true1453 ····vegaWeighted[i]:·true
1454 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1454 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1455 failed·to·calibrate·rho·Sabr·parameter:1455 failed·to·calibrate·rho·Sabr·parameter:
1456 ····expected:········0.011456 ····expected:········0.01
1457 ····calibrated:······0.00994024740466043291457 ····calibrated:······0.0099402755375033562
1458 ····error:···········5.9752595339567297e-051458 ····error:···········5.9724462496643996e-05
  
1459 noarb-Sabr·calibration·failure:1459 noarb-Sabr·calibration·failure:
1460 ····isAlphaFixed:····false1460 ····isAlphaFixed:····false
1461 ····isBetaFixed:·····true1461 ····isBetaFixed:·····true
1462 ····isNuFixed:·······true1462 ····isNuFixed:·······true
1463 ····isRhoFixed:······false1463 ····isRhoFixed:······false
1464 ····vegaWeighted[i]:·true1464 ····vegaWeighted[i]:·true
1465 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1465 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1466 failed·to·calibrate·nu·Sabr·parameter:1466 failed·to·calibrate·nu·Sabr·parameter:
1467 ····expected:········0.021467 ····expected:········0.02
1468 ····calibrated:······0.0199636258190951691468 ····calibrated:······0.019963625818232349
1469 ····error:···········3.6374180904831521e-051469 ····error:···········3.6374181767651753e-05
  
1470 noarb-Sabr·calibration·failure:1470 noarb-Sabr·calibration·failure:
1471 ····isAlphaFixed:····false1471 ····isAlphaFixed:····false
1472 ····isBetaFixed:·····true1472 ····isBetaFixed:·····true
1473 ····isNuFixed:·······false1473 ····isNuFixed:·······false
1474 ····isRhoFixed:······true1474 ····isRhoFixed:······true
1475 ····vegaWeighted[i]:·true1475 ····vegaWeighted[i]:·true
1476 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1476 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1477 failed·to·calibrate·nu·Sabr·parameter:1477 failed·to·calibrate·nu·Sabr·parameter:
1478 ····expected:········0.021478 ····expected:········0.02
1479 ····calibrated:······0.0200708861005228361479 ····calibrated:······0.020070886217836072
1480 ····error:···········7.0886100522835754e-051480 ····error:···········7.0886217836071269e-05
1481 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1481 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1482 failed·to·calibrate·rho·Sabr·parameter:1482 failed·to·calibrate·rho·Sabr·parameter:
1483 ····expected:········0.011483 ····expected:········0.01
1484 ····calibrated:······0.00983049171895938011484 ····calibrated:······0.009830491535086517
1485 ····error:···········0.00016950828104062011485 ····error:···········0.00016950846491348322
  
1486 noarb-Sabr·calibration·failure:1486 noarb-Sabr·calibration·failure:
1487 ····isAlphaFixed:····false1487 ····isAlphaFixed:····false
1488 ····isBetaFixed:·····true1488 ····isBetaFixed:·····true
1489 ····isNuFixed:·······false1489 ····isNuFixed:·······false
1490 ····isRhoFixed:······false1490 ····isRhoFixed:······false
1491 ····vegaWeighted[i]:·true1491 ····vegaWeighted[i]:·true
1492 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1492 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1493 failed·to·calibrate·rho·Sabr·parameter:1493 failed·to·calibrate·rho·Sabr·parameter:
1494 ····expected:········0.011494 ····expected:········0.01
1495 ····calibrated:······0.0100559202300163631495 ····calibrated:······0.010055920227121488
1496 ····error:···········5.5920230016362829e-051496 ····error:···········5.5920227121487517e-05
  
1497 noarb-Sabr·calibration·failure:1497 noarb-Sabr·calibration·failure:
1498 ····isAlphaFixed:····true1498 ····isAlphaFixed:····true
1499 ····isBetaFixed:·····true1499 ····isBetaFixed:·····true
1500 ····isNuFixed:·······true1500 ····isNuFixed:·······true
1501 ····isRhoFixed:······false1501 ····isRhoFixed:······false
1502 ····vegaWeighted[i]:·false1502 ····vegaWeighted[i]:·false
1503 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1503 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1504 failed·to·calibrate·nu·Sabr·parameter:1504 failed·to·calibrate·nu·Sabr·parameter:
1505 ····expected:········0.021505 ····expected:········0.02
1506 ····calibrated:······0.0200107973808830371506 ····calibrated:······0.020010797421271792
1507 ····error:···········1.0797380883036806e-051507 ····error:···········1.0797421271791646e-05
  
1508 noarb-Sabr·calibration·failure:1508 noarb-Sabr·calibration·failure:
1509 ····isAlphaFixed:····true1509 ····isAlphaFixed:····true
1510 ····isBetaFixed:·····true1510 ····isBetaFixed:·····true
1511 ····isNuFixed:·······false1511 ····isNuFixed:·······false
1512 ····isRhoFixed:······true1512 ····isRhoFixed:······true
1513 ····vegaWeighted[i]:·false1513 ····vegaWeighted[i]:·false
1514 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1514 interpolations.cpp(1924):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1515 failed·to·calibrate·nu·Sabr·parameter:1515 failed·to·calibrate·nu·Sabr·parameter:
1516 ····expected:········0.021516 ····expected:········0.02
1517 ····calibrated:······0.0198472672155052821517 ····calibrated:······0.019847267198522114
1518 ····error:···········0.000152732784494718361518 ····error:···········0.0001527328014778867
1519 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·1519 interpolations.cpp(1933):·error:·in·"QuantLibTests/InterpolationTests/testNoArbSabrInterpolation":·
1520 failed·to·calibrate·rho·Sabr·parameter:1520 failed·to·calibrate·rho·Sabr·parameter:
1521 ····expected:········0.011521 ····expected:········0.01
1522 ····calibrated:······0.0101932868769772021522 ····calibrated:······0.010193286895017334
1523 ····error:···········0.000193286876977201771523 ····error:···········0.00019328689501733366
  
1524 noarb-Sabr·calibration·failure:1524 noarb-Sabr·calibration·failure:
1525 ····isAlphaFixed:····true1525 ····isAlphaFixed:····true
1526 ····isBetaFixed:·····true1526 ····isBetaFixed:·····true
1527 ····isNuFixed:·······false1527 ····isNuFixed:·······false
1528 ····isRhoFixed:······false1528 ····isRhoFixed:······false
1529 ····vegaWeighted[i]:·false1529 ····vegaWeighted[i]:·false
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