构建 quantlib 测试套件/分段收益率曲线测试时出错：ASX 期货失败答案

【问题标题】：Error building quantlib test suite/ piecewise yield curve tests: ASX futures failure构建 quantlib 测试套件/分段收益率曲线测试时出错：ASX 期货失败
【发布时间】：2017-02-23 15:08:10
【问题描述】：

我正在使用 Visual Studio Professional 2015 (MSVC 14) - Release x64 构建 Quantlib 1.9。为什么会出现以下错误？

2>piecewiseyieldcurve.cpp(510): error : in "QuantLib test suite/Piecewise yield curve tests/QuantLib__detail__quantlib_test_case(&PiecewiseYieldCurveTest__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 %

【问题讨论】：

标签： build installation quantlib

【解决方案1】：

这是测试套件中的一个已知问题。检查以下链接： https://sourceforge.net/p/quantlib/mailman/message/35654704/

【讨论】：

是的。我可能会快速发布 1.9.2 版本来修复它。