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1 ·cfa9699aac4a72cd568d176a6651b990·2967276·debug·optional·libquantlib0-dev-dbgsym_1.36-1_i386.deb1 ·cfa9699aac4a72cd568d176a6651b990·2967276·debug·optional·libquantlib0-dev-dbgsym_1.36-1_i386.deb
2 ·8233e4aec77f95b6d23f4f1c60405cfc·25546268·libdevel·optional·libquantlib0-dev_1.36-1_i386.deb2 ·62717604bcb930a5963b5f2c8536636c·25556532·libdevel·optional·libquantlib0-dev_1.36-1_i386.deb
3 ·ff2da820bd06e445ac8a02bd062509d3·571516·debug·optional·libquantlib0v5-dbgsym_1.36-1_i386.deb3 ·ff2da820bd06e445ac8a02bd062509d3·571516·debug·optional·libquantlib0v5-dbgsym_1.36-1_i386.deb
4 ·98514913f002a0a5bbe950c0a9fbe02f·8318560·libs·optional·libquantlib0v5_1.36-1_i386.deb4 ·98514913f002a0a5bbe950c0a9fbe02f·8318560·libs·optional·libquantlib0v5_1.36-1_i386.deb
5 ·2e577420904aa449f46ef084e5240c96·152844·debug·optional·quantlib-examples-dbgsym_1.36-1_i386.deb5 ·2e577420904aa449f46ef084e5240c96·152844·debug·optional·quantlib-examples-dbgsym_1.36-1_i386.deb
6 ·a4b26c4465a77604608b824175094295·852344·devel·optional·quantlib-examples_1.36-1_i386.deb6 ·a4b26c4465a77604608b824175094295·852344·devel·optional·quantlib-examples_1.36-1_i386.deb
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1 Package:·libquantlib0-dev1 Package:·libquantlib0-dev
2 Source:·quantlib2 Source:·quantlib
3 Version:·1.36-13 Version:·1.36-1
4 Architecture:·i3864 Architecture:·i386
5 Maintainer:·Dirk·Eddelbuettel·<edd@debian.org>5 Maintainer:·Dirk·Eddelbuettel·<edd@debian.org>
6 Installed-Size:·1626016 Installed-Size:·162612
7 Depends:·libc6·(>=·2.38),·libgcc-s1·(>=·4.2),·libgomp1·(>=·4.9),·libquantlib0v5·(=·1.36-1),·libstdc++6·(>=·14),·libc6-dev,·libboost-test-dev7 Depends:·libc6·(>=·2.38),·libgcc-s1·(>=·4.2),·libgomp1·(>=·4.9),·libquantlib0v5·(=·1.36-1),·libstdc++6·(>=·14),·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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Offset 840, 15 lines modifiedOffset 840, 15 lines modified
840 PATH_SEPARATOR·=·:840 PATH_SEPARATOR·=·:
841 PDFLATEX·=·841 PDFLATEX·=·
842 PTHREAD_CXXFLAGS·=·842 PTHREAD_CXXFLAGS·=·
843 PTHREAD_LIB·=·843 PTHREAD_LIB·=·
844 RANLIB·=·ranlib844 RANLIB·=·ranlib
845 SED·=·/usr/bin/sed845 SED·=·/usr/bin/sed
846 SET_MAKE·=·846 SET_MAKE·=·
847 SHELL·=·/bin/bash847 SHELL·=·/bin/sh
848 STRIP·=·strip848 STRIP·=·strip
849 SYSTEM_HEADER_CXXFLAGS·=·849 SYSTEM_HEADER_CXXFLAGS·=·
850 VERSION·=·1.36850 VERSION·=·1.36
851 abs_builddir·=·/build/reproducible-path/quantlib-1.36/test-suite851 abs_builddir·=·/build/reproducible-path/quantlib-1.36/test-suite
852 abs_srcdir·=·/build/reproducible-path/quantlib-1.36/test-suite852 abs_srcdir·=·/build/reproducible-path/quantlib-1.36/test-suite
853 abs_top_builddir·=·/build/reproducible-path/quantlib-1.36853 abs_top_builddir·=·/build/reproducible-path/quantlib-1.36
854 abs_top_srcdir·=·/build/reproducible-path/quantlib-1.36854 abs_top_srcdir·=·/build/reproducible-path/quantlib-1.36
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quantlib-test-suite.log
    
Offset 516, 14 lines modifiedOffset 516, 18 lines modified
516 Testing·Gauss·non-central·chi-squared·integration...516 Testing·Gauss·non-central·chi-squared·integration...
517 Testing·Gauss·non-central·chi-squared·sum·of·nodes...517 Testing·Gauss·non-central·chi-squared·sum·of·nodes...
518 Testing·Monte·Carlo·GJR-GARCH·engine·against·analytic·GJR-GARCH·engine...518 Testing·Monte·Carlo·GJR-GARCH·engine·against·analytic·GJR-GARCH·engine...
519 Testing·GJR-GARCH·model·calibration·using·DAX·volatility·data...519 Testing·GJR-GARCH·model·calibration·using·DAX·volatility·data...
520 Testing·GSR·process...520 Testing·GSR·process...
521 Testing·GSR·model...521 Testing·GSR·model...
522 Testing·Heston·model·calibration·using·a·flat·volatility·surface...522 Testing·Heston·model·calibration·using·a·flat·volatility·surface...
 523 hestonmodel.cpp(295):·error:·in·"QuantLibTests/HestonModelTests/testBlackCalibration":·Failed·to·reproduce·expected·sigma
 524 ····calculated:·0.0037418587423711704
 525 ····expected:···0
 526 ····tolerance:··0.0030000000000000001
523 Testing·Heston·model·calibration·using·DAX·volatility·data...527 Testing·Heston·model·calibration·using·DAX·volatility·data...
524 Testing·analytic·Heston·engine·against·Black·formula...528 Testing·analytic·Heston·engine·against·Black·formula...
525 Testing·analytic·Heston·engine·against·cached·values...529 Testing·analytic·Heston·engine·against·cached·values...
526 Testing·Monte·Carlo·Heston·engine·against·cached·values...530 Testing·Monte·Carlo·Heston·engine·against·cached·values...
527 Testing·FD·barrier·Heston·engine·against·cached·values...531 Testing·FD·barrier·Heston·engine·against·cached·values...
528 Testing·FD·vanilla·Heston·engine·against·cached·values...532 Testing·FD·vanilla·Heston·engine·against·cached·values...
529 Testing·FD·vanilla·Heston·engine·for·discrete·dividends...533 Testing·FD·vanilla·Heston·engine·for·discrete·dividends...
Offset 1121, 12 lines modifiedOffset 1125, 12 lines modified
1121 Testing·fair·fixed·payment...1125 Testing·fair·fixed·payment...
1122 Testing·fair·fixed·rate...1126 Testing·fair·fixed·rate...
1123 Testing·fixed·payment·calculation·from·rate...1127 Testing·fixed·payment·calculation·from·rate...
1124 Testing·arguments·validation...1128 Testing·arguments·validation...
1125 Testing·expected·cash·flows·in·legs...1129 Testing·expected·cash·flows·in·legs...
1126 Testing·ZigguratGaussianRng<Xoshiro256StarStarUniformRng>::nextReal()·for·mean,·variance,·skewness·and·kurtosis...1130 Testing·ZigguratGaussianRng<Xoshiro256StarStarUniformRng>::nextReal()·for·mean,·variance,·skewness·and·kurtosis...
  
1127 Tests·completed·in·30·m·41·s1131 Tests·completed·in·1·h·3·m·31·s
  
  
1128 ***·4·failures·are·detected·in·the·test·module·"QuantLibTests"1132 ***·5·failures·are·detected·in·the·test·module·"QuantLibTests"
1129 FAIL·quantlib-test-suite·(exit·status:·201)1133 FAIL·quantlib-test-suite·(exit·status:·201)
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./usr/share/doc/libquantlib0v5/examples/test-suite/test-suite.log.gz
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test-suite.log
    
Offset 533, 14 lines modifiedOffset 533, 18 lines modified
533 Testing·Gauss·non-central·chi-squared·integration...533 Testing·Gauss·non-central·chi-squared·integration...
534 Testing·Gauss·non-central·chi-squared·sum·of·nodes...534 Testing·Gauss·non-central·chi-squared·sum·of·nodes...
535 Testing·Monte·Carlo·GJR-GARCH·engine·against·analytic·GJR-GARCH·engine...535 Testing·Monte·Carlo·GJR-GARCH·engine·against·analytic·GJR-GARCH·engine...
536 Testing·GJR-GARCH·model·calibration·using·DAX·volatility·data...536 Testing·GJR-GARCH·model·calibration·using·DAX·volatility·data...
537 Testing·GSR·process...537 Testing·GSR·process...
538 Testing·GSR·model...538 Testing·GSR·model...
539 Testing·Heston·model·calibration·using·a·flat·volatility·surface...539 Testing·Heston·model·calibration·using·a·flat·volatility·surface...
 540 hestonmodel.cpp(295):·error:·in·"QuantLibTests/HestonModelTests/testBlackCalibration":·Failed·to·reproduce·expected·sigma
 541 ····calculated:·0.0037418587423711704
 542 ····expected:···0
 543 ····tolerance:··0.0030000000000000001
540 Testing·Heston·model·calibration·using·DAX·volatility·data...544 Testing·Heston·model·calibration·using·DAX·volatility·data...
541 Testing·analytic·Heston·engine·against·Black·formula...545 Testing·analytic·Heston·engine·against·Black·formula...
542 Testing·analytic·Heston·engine·against·cached·values...546 Testing·analytic·Heston·engine·against·cached·values...
543 Testing·Monte·Carlo·Heston·engine·against·cached·values...547 Testing·Monte·Carlo·Heston·engine·against·cached·values...
544 Testing·FD·barrier·Heston·engine·against·cached·values...548 Testing·FD·barrier·Heston·engine·against·cached·values...
545 Testing·FD·vanilla·Heston·engine·against·cached·values...549 Testing·FD·vanilla·Heston·engine·against·cached·values...
546 Testing·FD·vanilla·Heston·engine·for·discrete·dividends...550 Testing·FD·vanilla·Heston·engine·for·discrete·dividends...
Offset 1138, 13 lines modifiedOffset 1142, 13 lines modified
1138 Testing·fair·fixed·payment...1142 Testing·fair·fixed·payment...
1139 Testing·fair·fixed·rate...1143 Testing·fair·fixed·rate...
1140 Testing·fixed·payment·calculation·from·rate...1144 Testing·fixed·payment·calculation·from·rate...
1141 Testing·arguments·validation...1145 Testing·arguments·validation...
1142 Testing·expected·cash·flows·in·legs...1146 Testing·expected·cash·flows·in·legs...
1143 Testing·ZigguratGaussianRng<Xoshiro256StarStarUniformRng>::nextReal()·for·mean,·variance,·skewness·and·kurtosis...1147 Testing·ZigguratGaussianRng<Xoshiro256StarStarUniformRng>::nextReal()·for·mean,·variance,·skewness·and·kurtosis...
  
1144 Tests·completed·in·30·m·41·s1148 Tests·completed·in·1·h·3·m·31·s
  
  
1145 ***·4·failures·are·detected·in·the·test·module·"QuantLibTests"1149 ***·5·failures·are·detected·in·the·test·module·"QuantLibTests"
1146 FAIL·quantlib-test-suite·(exit·status:·201)1150 FAIL·quantlib-test-suite·(exit·status:·201)
  
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