构建quantlib测试套件/分段收益率曲线测试时出错：ASX期货失败

Question

我正在使用Visual Studio Professional 2015（MSVC 14）构建Quantlib 1.9 - 发布x64。为什么我会收到以下错误？

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 %

Answer 1

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