Diff of the two buildlogs:

--
--- b1/build.log	2024-05-31 19:29:48.920650776 +0000
+++ b2/build.log	2024-05-31 19:34:21.269035180 +0000
@@ -1,6 +1,6 @@
 I: pbuilder: network access will be disabled during build
-I: Current time: Fri May 31 07:23:17 -12 2024
-I: pbuilder-time-stamp: 1717183397
+I: Current time: Sat Jun  1 09:30:03 +14 2024
+I: pbuilder-time-stamp: 1717183803
 I: Building the build Environment
 I: extracting base tarball [/var/cache/pbuilder/trixie-reproducible-base.tgz]
 I: copying local configuration
@@ -28,52 +28,84 @@
 dpkg-source: info: applying compile-against-octave-9.patch
 I: Not using root during the build.
 I: Installing the build-deps
-I: user script /srv/workspace/pbuilder/13705/tmp/hooks/D02_print_environment starting
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/D01_modify_environment starting
+debug: Running on virt64z.
+I: Changing host+domainname to test build reproducibility
+I: Adding a custom variable just for the fun of it...
+I: Changing /bin/sh to bash
+'/bin/sh' -> '/bin/bash'
+lrwxrwxrwx 1 root root 9 May 31 19:30 /bin/sh -> /bin/bash
+I: Setting pbuilder2's login shell to /bin/bash
+I: Setting pbuilder2's GECOS to second user,second room,second work-phone,second home-phone,second other
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/D01_modify_environment finished
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/D02_print_environment starting
 I: set
-  BUILDDIR='/build/reproducible-path'
-  BUILDUSERGECOS='first user,first room,first work-phone,first home-phone,first other'
-  BUILDUSERNAME='pbuilder1'
-  BUILD_ARCH='armhf'
-  DEBIAN_FRONTEND='noninteractive'
-  DEB_BUILD_OPTIONS='buildinfo=+all reproducible=+all parallel=3 '
-  DISTRIBUTION='trixie'
-  HOME='/root'
-  HOST_ARCH='armhf'
+  BASH=/bin/sh
+  BASHOPTS=checkwinsize:cmdhist:complete_fullquote:extquote:force_fignore:globasciiranges:globskipdots:hostcomplete:interactive_comments:patsub_replacement:progcomp:promptvars:sourcepath
+  BASH_ALIASES=()
+  BASH_ARGC=()
+  BASH_ARGV=()
+  BASH_CMDS=()
+  BASH_LINENO=([0]="12" [1]="0")
+  BASH_LOADABLES_PATH=/usr/local/lib/bash:/usr/lib/bash:/opt/local/lib/bash:/usr/pkg/lib/bash:/opt/pkg/lib/bash:.
+  BASH_SOURCE=([0]="/tmp/hooks/D02_print_environment" [1]="/tmp/hooks/D02_print_environment")
+  BASH_VERSINFO=([0]="5" [1]="2" [2]="21" [3]="1" [4]="release" [5]="arm-unknown-linux-gnueabihf")
+  BASH_VERSION='5.2.21(1)-release'
+  BUILDDIR=/build/reproducible-path
+  BUILDUSERGECOS='second user,second room,second work-phone,second home-phone,second other'
+  BUILDUSERNAME=pbuilder2
+  BUILD_ARCH=armhf
+  DEBIAN_FRONTEND=noninteractive
+  DEB_BUILD_OPTIONS='buildinfo=+all reproducible=+all parallel=4 '
+  DIRSTACK=()
+  DISTRIBUTION=trixie
+  EUID=0
+  FUNCNAME=([0]="Echo" [1]="main")
+  GROUPS=()
+  HOME=/root
+  HOSTNAME=i-capture-the-hostname
+  HOSTTYPE=arm
+  HOST_ARCH=armhf
   IFS=' 	
   '
-  INVOCATION_ID='22db533cec87430ebaac6fd40de06910'
-  LANG='C'
-  LANGUAGE='en_US:en'
-  LC_ALL='C'
-  MAIL='/var/mail/root'
-  OPTIND='1'
-  PATH='/usr/sbin:/usr/bin:/sbin:/bin:/usr/games'
-  PBCURRENTCOMMANDLINEOPERATION='build'
-  PBUILDER_OPERATION='build'
-  PBUILDER_PKGDATADIR='/usr/share/pbuilder'
-  PBUILDER_PKGLIBDIR='/usr/lib/pbuilder'
-  PBUILDER_SYSCONFDIR='/etc'
-  PPID='13705'
-  PS1='# '
-  PS2='> '
+  INVOCATION_ID=6aa05cf6f5a8404fbdfaecd5f280882c
+  LANG=C
+  LANGUAGE=it_CH:it
+  LC_ALL=C
+  MACHTYPE=arm-unknown-linux-gnueabihf
+  MAIL=/var/mail/root
+  OPTERR=1
+  OPTIND=1
+  OSTYPE=linux-gnueabihf
+  PATH=/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/i/capture/the/path
+  PBCURRENTCOMMANDLINEOPERATION=build
+  PBUILDER_OPERATION=build
+  PBUILDER_PKGDATADIR=/usr/share/pbuilder
+  PBUILDER_PKGLIBDIR=/usr/lib/pbuilder
+  PBUILDER_SYSCONFDIR=/etc
+  PIPESTATUS=([0]="0")
+  POSIXLY_CORRECT=y
+  PPID=32151
   PS4='+ '
-  PWD='/'
-  SHELL='/bin/bash'
-  SHLVL='2'
-  SUDO_COMMAND='/usr/bin/timeout -k 18.1h 18h /usr/bin/ionice -c 3 /usr/bin/nice /usr/sbin/pbuilder --build --configfile /srv/reproducible-results/rbuild-debian/r-b-build.yPtEK8gm/pbuilderrc_E0L9 --distribution trixie --hookdir /etc/pbuilder/first-build-hooks --debbuildopts -b --basetgz /var/cache/pbuilder/trixie-reproducible-base.tgz --buildresult /srv/reproducible-results/rbuild-debian/r-b-build.yPtEK8gm/b1 --logfile b1/build.log octave-financial_0.5.3-5.dsc'
-  SUDO_GID='113'
-  SUDO_UID='107'
-  SUDO_USER='jenkins'
-  TERM='unknown'
-  TZ='/usr/share/zoneinfo/Etc/GMT+12'
-  USER='root'
-  _='/usr/bin/systemd-run'
-  http_proxy='http://10.0.0.15:3142/'
+  PWD=/
+  SHELL=/bin/bash
+  SHELLOPTS=braceexpand:errexit:hashall:interactive-comments:posix
+  SHLVL=3
+  SUDO_COMMAND='/usr/bin/timeout -k 24.1h 24h /usr/bin/ionice -c 3 /usr/bin/nice -n 11 /usr/bin/unshare --uts -- /usr/sbin/pbuilder --build --configfile /srv/reproducible-results/rbuild-debian/r-b-build.yPtEK8gm/pbuilderrc_WTqY --distribution trixie --hookdir /etc/pbuilder/rebuild-hooks --debbuildopts -b --basetgz /var/cache/pbuilder/trixie-reproducible-base.tgz --buildresult /srv/reproducible-results/rbuild-debian/r-b-build.yPtEK8gm/b2 --logfile b2/build.log octave-financial_0.5.3-5.dsc'
+  SUDO_GID=110
+  SUDO_UID=103
+  SUDO_USER=jenkins
+  TERM=unknown
+  TZ=/usr/share/zoneinfo/Etc/GMT-14
+  UID=0
+  USER=root
+  _='I: set'
+  http_proxy=http://10.0.0.15:3142/
 I: uname -a
-  Linux virt32c 6.1.0-21-armmp-lpae #1 SMP Debian 6.1.90-1 (2024-05-03) armv7l GNU/Linux
+  Linux i-capture-the-hostname 6.1.0-21-arm64 #1 SMP Debian 6.1.90-1 (2024-05-03) aarch64 GNU/Linux
 I: ls -l /bin
-  lrwxrwxrwx 1 root root 7 May 27 11:24 /bin -> usr/bin
-I: user script /srv/workspace/pbuilder/13705/tmp/hooks/D02_print_environment finished
+  lrwxrwxrwx 1 root root 7 May 26 11:25 /bin -> usr/bin
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/D02_print_environment finished
  -> Attempting to satisfy build-dependencies
  -> Creating pbuilder-satisfydepends-dummy package
 Package: pbuilder-satisfydepends-dummy
@@ -635,7 +667,7 @@
 Get: 518 http://deb.debian.org/debian trixie/main armhf octave-io armhf 2.6.4-3+b2 [198 kB]
 Get: 519 http://deb.debian.org/debian trixie/main armhf octave-statistics-common all 1.6.6-2 [7047 kB]
 Get: 520 http://deb.debian.org/debian trixie/main armhf octave-statistics armhf 1.6.6-2 [87.2 kB]
-Fetched 192 MB in 6s (32.6 MB/s)
+Fetched 192 MB in 3s (71.6 MB/s)
 debconf: delaying package configuration, since apt-utils is not installed
 Selecting previously unselected package netbase.
 (Reading database ... 
(Reading database ... 5%
(Reading database ... 10%
(Reading database ... 15%
(Reading database ... 20%
(Reading database ... 25%
(Reading database ... 30%
(Reading database ... 35%
(Reading database ... 40%
(Reading database ... 45%
(Reading database ... 50%
(Reading database ... 55%
(Reading database ... 60%
(Reading database ... 65%
(Reading database ... 70%
(Reading database ... 75%
(Reading database ... 80%
(Reading database ... 85%
(Reading database ... 90%
(Reading database ... 95%
(Reading database ... 100%
(Reading database ... 19444 files and directories currently installed.)
@@ -2771,7 +2803,11 @@
 Building tag database...
  -> Finished parsing the build-deps
 I: Building the package
-I: Running cd /build/reproducible-path/octave-financial-0.5.3/ && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games" HOME="/nonexistent/first-build" dpkg-buildpackage -us -uc -b && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games" HOME="/nonexistent/first-build" dpkg-genchanges -S  > ../octave-financial_0.5.3-5_source.changes
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/A99_set_merged_usr starting
+Not re-configuring usrmerge for trixie
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/A99_set_merged_usr finished
+hostname: Name or service not known
+I: Running cd /build/reproducible-path/octave-financial-0.5.3/ && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/i/capture/the/path" HOME="/nonexistent/second-build" dpkg-buildpackage -us -uc -b && env PATH="/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/i/capture/the/path" HOME="/nonexistent/second-build" dpkg-genchanges -S  > ../octave-financial_0.5.3-5_source.changes
 dpkg-buildpackage: info: source package octave-financial
 dpkg-buildpackage: info: source version 0.5.3-5
 dpkg-buildpackage: info: source distribution unstable
@@ -2808,6 +2844,68 @@
 Checking package...
 Run the unit tests...
 Checking m files ...
+[inst/cfdur.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/cfdur.m
+***** demo
+ cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5];
+ yield = 0.025;
+ [ duration, modDuration ] = cfdur( cf, yield );
+ %--------------------------------------------------
+ % Input cash flow and yield, output duration and modified duration
+***** test
+ cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5];
+ [dur modDur] = cfdur( cf, 0.025 );
+ errVal1 = round(dur*(1e+4))*(1e-4) - 8.9709;
+ errVal2 = round(modDur*(1e+4))*(1e-4) - 8.7521;
+ assert( errVal1, 0 )
+ assert( errVal2, 0 )
+1 test, 1 passed, 0 known failure, 0 skipped
+[inst/second.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/second.m
+***** assert (second (451482.906781456), 45.918, 0.01)
+***** assert (second ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 34)
+2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/pointfig.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/pointfig.m
+***** shared a
+ a = [1 2 3 2 4 2 1];
+***** test
+ [s l] = movavg(a, 2, 4);
+ assert(s, [1 1.5 2.5 2.5 3 3 1.5])
+ assert(l, [1 1.5 2 2 2.75 2.75 2.25])
+***** test
+ [s l] = movavg(a', 2, 4);
+ assert(s, [1;1.5;2.5;2.5;3;3;1.5])
+ assert(l, [1;1.5;2;2;2.75;2.75;2.25])
+***** test
+ [s l] = movavg(a, 3, 4, 1);
+ assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps)
+ assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps)
+3 tests, 3 passed, 0 known failure, 0 skipped
+[inst/posvolidx.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/posvolidx.m
+***** shared c, v, pvia, pvib
+ c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
+ v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28];
+ pvia = [100 100.7575758 101.0249554 101.9607843 104.0998217 104.0998217 103.4276318 103.4276318 103.4276318 105.7488389 106.1059477 106.1059477 108.242309 108.242309 108.242309 107.9734953 104.7029289 104.7029289 102.9290546]';
+ pvib = [5 5.037878788 5.051247772 5.098039216 5.204991087 5.204991087 5.171381588 5.171381588 5.171381588 5.287441943 5.305297383 5.305297383 5.412115451 5.412115451 5.412115451 5.398674767 5.235146444 5.235146444 5.14645273]';
+***** assert(posvolidx(c, v), pvia, 1e-5)
+***** assert(posvolidx([c' v']), pvia, 1e-5)
+***** assert(posvolidx(c, v, 5), pvib, 1e-5)
+***** assert(posvolidx([c' v'], 5), pvib, 1e-5)
+4 tests, 4 passed, 0 known failure, 0 skipped
+[inst/mirr.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/mirr.m
+***** assert (mirr ([-100000 20000 -10000 30000 38000 50000], 0.09, 0.12), 0.0832, 0.00005)
+1 test, 1 passed, 0 known failure, 0 skipped
+[inst/x2mdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/x2mdate.m
+***** assert(x2mdate(39448), datenum(2008, 1, 1))
+***** assert(x2mdate([39083 39448]), datenum(2007:2008, 1, 1))
+***** assert(x2mdate(2), datenum(1900, 1, 1))
+***** assert(x2mdate(1, 0, "ExcelBug"), datenum(1900, 1, 1))
+***** assert(x2mdate(0, 1), datenum(1904, 1, 1))
+5 tests, 5 passed, 0 known failure, 0 skipped
 [inst/blkprice.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blkprice.m
 ***** test
@@ -2820,6 +2918,36 @@
 ***** error blkprice (1, 2, 3)
 ***** error blkprice (1, 2, 3, 4)
 6 tests, 6 passed, 0 known failure, 0 skipped
+[inst/busdays.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/busdays.m
+***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12)), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12), "d"), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
+***** assert (busdays (datenum (2001, 1, 2), datenum (2001, 1, 9), "w"), datenum (2001, 1, [5;12]))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "m"), datenum (2008, 1, 31))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "m"), lbusdate ([2008*ones(12,1);2009*ones(12,1);2010*ones(5,1)], [1:12 1:12 1:5]'))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "q"), datenum (2008, 3, 31))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "q"), lbusdate ([2008*ones(4,1);2009*ones(4,1);2010*ones(2,1)], [3:3:12 3:3:12 3 6]'))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "s"), datenum (2008, 6, 30))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "s"), lbusdate ([2008;2008;2009;2009;2010], [6 12 6 12 6]'))
+***** assert (busdays (datenum (2008, 1, 1), datenum (2011, 1, 2), "a"), datenum ([2008;2009;2010;2011], [12;12;12;12], [31;31;31;30]))
+10 tests, 10 passed, 0 known failure, 0 skipped
+[inst/gbm.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/gbm.m
+***** test
+ AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.;
+ Simulations = 1e6; Timesteps = 10;
+ SDE = gbm (RiskFreeRate - Dividends, Volatility, "StartState", AssetPrice);
+ [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
+ Strike = 100.;
+ CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.));
+ [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends);
+ assert (CallApproximate, Call, 1e-1);
+1 test, 1 passed, 0 known failure, 0 skipped
+[inst/hour.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/hour.m
+***** assert (hour (451482.906781456), 21)
+***** assert (hour ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 11)
+2 tests, 2 passed, 0 known failure, 0 skipped
 [inst/macd.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/macd.m
 ***** shared d, m, n, a, b
@@ -2833,81 +2961,13 @@
  [a, b] = macd (d', 2);
 ***** assert([a, b], [m, n], 0.0001)
 3 tests, 3 passed, 0 known failure, 0 skipped
-[inst/llow.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/llow.m
-***** shared c, l
- c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25];
- l = [22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.61 22.67 22.86 22.86 22.86 22.86];
-***** assert(llow(c), l)
-***** assert(llow(c'), l')
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/hour.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/hour.m
-***** assert (hour (451482.906781456), 21)
-***** assert (hour ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 11)
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/year.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/year.m
-***** assert (year (523383), 1432);
-***** assert (year ("12-02-34", "mm-dd-yy"), 2034);
-***** assert (year ([728647 728848]), [1994 1995]);
-***** assert (year ([728647; 728848]), [1994; 1995]);
-***** assert (year ({"12-02-34", "12-02-85"}, "mm-dd-yy"), [2034 1985]);
-***** assert (year ({"12-02-34"; "12-02-85"}, "mm-dd-yy"), [2034; 1985]);
-6 tests, 6 passed, 0 known failure, 0 skipped
-[inst/blsvega.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsvega.m
-***** test
-***** error blsvega ()
-***** error blsvega (1)
-***** error blsvega (1, 2)
-***** error blsvega (1, 2, 3)
-***** error blsvega (1, 2, 3, 4)
-6 tests, 6 passed, 0 known failure, 0 skipped
-[inst/negvolidx.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/negvolidx.m
-***** shared c, v, nvia, nvib
- c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
- v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28];
- nvia = [100 100 100 100 100 99.44349315 99.44349315 98.49559157 98.49559157 98.49559157 98.49559157 98.78565011 98.78565011 100.7353669 98.13574451 98.13574451 98.13574451 99.14355704 99.14355704]';
- nvib = [5 5 5 5 5 4.972174658 4.972174658 4.924779578 4.924779578 4.924779578 4.924779578 4.939282505 4.939282505 5.036768344 4.906787226 4.906787226 4.906787226 4.957177852 4.957177852]';
-***** assert(negvolidx(c, v), nvia, 1e-5)
-***** assert(negvolidx([c' v']), nvia, 1e-5)
-***** assert(negvolidx(c, v, 5), nvib, 1e-5)
-***** assert(negvolidx([c' v'], 5), nvib, 1e-5)
+[inst/eomdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/eomdate.m
+***** assert(eomdate(2008, 2), datenum(2008, 2, 29))
+***** assert(eomdate(2007, 2), datenum(2007, 2, 28))
+***** assert(eomdate([2008 2007], [3 4]), [datenum(2008, 3, 31) datenum(2007, 4, 30)])
+***** assert(eomdate([2008;2007], [3;4]), [datenum(2008, 3, 31);datenum(2007, 4, 30)])
 4 tests, 4 passed, 0 known failure, 0 skipped
-[inst/blsprice.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsprice.m
-***** test
- [Call, Put] = blsprice (90:10:110, 100, 0.04, 1, 0.2, 0.01);
- assert (Call, [4.4037 9.3197 16.1217], 1e-4)
- assert (Put, [11.3781 6.3937 3.2952], 1e-4)
-***** error blsprice ()
-***** error blsprice (1)
-***** error blsprice (1, 2)
-***** error blsprice (1, 2, 3)
-***** error blsprice (1, 2, 3, 4)
-***** error blsprice ("invalid", "type", "argument", 4, 5)
-***** error blsprice ({1, 2, 3}, [2 7 8], [8 3 1], 4, 10)
-8 tests, 8 passed, 0 known failure, 0 skipped
-[inst/yeardays.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/yeardays.m
-***** assert(yeardays(2000), 366)
-***** assert(yeardays(2001), 365)
-***** assert(yeardays(2000:2004), [366 365 365 365 366])
-***** assert(yeardays(2000, 0), 366)
-***** assert(yeardays(2000, 1), 360)
-***** assert(yeardays(2000, 2), 360)
-***** assert(yeardays(2000, 3), 365)
-***** assert(yeardays(2000, 4), 360)
-***** assert(yeardays(2000, 5), 360)
-***** assert(yeardays(2000, 6), 360)
-***** assert(yeardays(2000, 7), 365)
-***** assert(yeardays(2000, 8), 366)
-***** assert(yeardays(2000, 9), 360)
-***** assert(yeardays(2000, 10), 365)
-***** assert(yeardays(2000, 11), 360)
-15 tests, 15 passed, 0 known failure, 0 skipped
 [inst/cir.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/cir.m
 ***** test
@@ -2923,166 +2983,21 @@
  Bond = A * exp (-B * InitialInterestRate);
  assert (BondApproximate, Bond, 1e-3);
 1 test, 1 passed, 0 known failure, 0 skipped
-[inst/taxedrr.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/taxedrr.m
-***** assert (taxedrr (0.12, 0.30), 0.084, 10*eps)
-***** assert (taxedrr (0.12, 0), 0.12, 10*eps)
-***** assert (taxedrr (0.12, 1), 0, 10*eps)
-3 tests, 3 passed, 0 known failure, 0 skipped
-[inst/m2xdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/m2xdate.m
-***** assert(m2xdate(datenum(2008, 1, 1)), 39448)
-***** assert(m2xdate(datenum(2007:2008, 1, 1)), [39083 39448])
-***** assert(m2xdate(datenum(1900, 1, 1)), 2)
-***** assert(m2xdate(datenum(1900, 1, 1), 0, "ExcelBug"), 1)
-***** assert(m2xdate(datenum(1904, 1, 1), 1), 0)
-5 tests, 5 passed, 0 known failure, 0 skipped
-[inst/busdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/busdate.m
-***** assert(busdate(datenum(2008,1,2)), datenum(2008,1,3))
-***** assert(busdate(datenum(2007,12,31)), datenum(2008,1,2))
-***** assert(busdate(datenum(2007,1,5)), datenum(2007,1,8))
-***** assert(busdate(datenum(2007,1,6)), datenum(2007,1,8))
-***** assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2))
-***** assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31))
-***** assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29))
-***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,3)])
-***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,3)])
-***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,3)])
-***** assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,3)])
-***** assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)])
-***** assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3))
-***** assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5))
-***** assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
-***** assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
-***** assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5))
-17 tests, 17 passed, 0 known failure, 0 skipped
-[inst/datefind.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/datefind.m
-***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31)), [10;20])
-***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31), 1), [9;10;11;19;20;21])
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/daysact.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/daysact.m
-***** assert (daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"]), [9;53;203])
-***** assert (daysact ("7-sep-2002", "25-dec-2002"), 109)
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/isbusday.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/isbusday.m
-***** assert(isbusday(datenum(2008,1,2)), true())
-***** assert(isbusday(datenum(2008,1,1)), false())
-***** assert(isbusday(datenum(2008,1,1), []), false())
-***** assert(isbusday(datenum(2008,2,2)), false())
-***** assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false())
-***** assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true())
-***** assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false())
-***** assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()])
-***** assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()])
-9 tests, 9 passed, 0 known failure, 0 skipped
-[inst/busdays.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/busdays.m
-***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12)), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 12), "d"), datenum (2008, 1, [2;3;4;7;8;9;10;11]))
-***** assert (busdays (datenum (2001, 1, 2), datenum (2001, 1, 9), "w"), datenum (2001, 1, [5;12]))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "m"), datenum (2008, 1, 31))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "m"), lbusdate ([2008*ones(12,1);2009*ones(12,1);2010*ones(5,1)], [1:12 1:12 1:5]'))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "q"), datenum (2008, 3, 31))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "q"), lbusdate ([2008*ones(4,1);2009*ones(4,1);2010*ones(2,1)], [3:3:12 3:3:12 3 6]'))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2008, 1, 2), "s"), datenum (2008, 6, 30))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2010, 5, 2), "s"), lbusdate ([2008;2008;2009;2009;2010], [6 12 6 12 6]'))
-***** assert (busdays (datenum (2008, 1, 1), datenum (2011, 1, 2), "a"), datenum ([2008;2009;2010;2011], [12;12;12;12], [31;31;31;30]))
-10 tests, 10 passed, 0 known failure, 0 skipped
-[inst/gbm.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/gbm.m
-***** test
- AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.;
- Simulations = 1e6; Timesteps = 10;
- SDE = gbm (RiskFreeRate - Dividends, Volatility, "StartState", AssetPrice);
- [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
- Strike = 100.;
- CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.));
- [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends);
- assert (CallApproximate, Call, 1e-1);
-1 test, 1 passed, 0 known failure, 0 skipped
-[inst/corr2cov.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/corr2cov.m
-***** demo
- sigma = [ 0.5 2.0 ];
- corr = [ 1.0 -0.5; -0.5 1.0 ];
- cov = corr2cov( sigma, corr );
- %--------------------------------------------------
- % Input standard deviations and correlation matrix, output covariance
- % matrix
-***** test
- sigma = [0.5 2.0];
- corr = [1.0 -0.5; -0.5 1.0];
- cov = corr2cov( sigma, corr );
- assert( cov, [ 0.25 -0.5; -0.5 4.0 ] )
-1 test, 1 passed, 0 known failure, 0 skipped
-[inst/blstheta.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blstheta.m
-***** test
- [CallTheta, PutTheta] = blstheta (90:10:110, 100, 0.04, 1, 0.2, 0.01);
- assert (CallTheta, [-4.2901 -5.2337 -5.1954], 1e-4)
- assert (PutTheta, [-1.3380 -2.3806 -2.4413], 1e-4)
-***** error blstheta ()
-***** error blstheta (1)
-***** error blstheta (1, 2)
-***** error blstheta (1, 2, 3)
-***** error blstheta (1, 2, 3, 4)
-6 tests, 6 passed, 0 known failure, 0 skipped
-[inst/@sde/simByEuler.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/simByEuler.m
-***** test
- Asset1Price = 40.; Asset2Price = 40.; Strike = 40.; RiskFreeRate = 0.05; Volatility1 = 0.5; Volatility2 = 0.5; ExpiryTime = 0.25; Correlation = 0.3;
- Simulations = 1e5; Timesteps = 10;
- Drift     = drift ([0.;0.], [RiskFreeRate 0.;0. RiskFreeRate]);
- Diffusion = diffusion ([1.;1.], [Volatility1 0.;0. Volatility2]);
- SDE = sde (Drift, Diffusion, "StartState", [Asset1Price;Asset2Price], "Correlation", [1 Correlation;Correlation 1]);
- [Paths, ~, ~] = simulate (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
- BasketCallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (max (Paths(end, :, :)) - Strike, 0.));
- BasketCall = 6.8477; ## Computed using formula from Stulz (1982)
- assert (BasketCallApproximate, BasketCall, 1e-1);
-***** test
- AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.;
- Simulations = 1e6; Timesteps = 10;
- Drift = drift (0., RiskFreeRate - Dividends);
- Diffusion = diffusion (1., Volatility);
- SDE = sde (Drift, Diffusion, "StartState", AssetPrice);
- [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
- AssetExpiryMean = AssetPrice * exp ((RiskFreeRate - Dividends) * ExpiryTime);
- AssetExpiryMeanApproximate = mean (Paths(end, 1, :));
- AssetExpiryVariance = AssetPrice * AssetPrice * exp (2 * (RiskFreeRate - Dividends) * ExpiryTime) * (exp (Volatility * Volatility * ExpiryTime) - 1);
- ConfidenceInterval = 0.01;
- tol = norminv(1 - ConfidenceInterval/2) * sqrt (AssetExpiryVariance / Simulations);
- assert (AssetExpiryMeanApproximate, AssetExpiryMean, tol)
- Strike = 100.;
- CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.));
- [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends);
- assert (CallApproximate, Call, 1e-1);
-***** error simByEuler()
-***** error simByEuler(1)
-***** error simByEuler("invalid type", 1)
-5 tests, 5 passed, 0 known failure, 0 skipped
-[inst/@sde/sde.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/sde.m
-***** error sde ()
-***** error sde (1)
-***** error sde (1, 2)
-***** error sde (1, 2, "OptionName")
-4 tests, 4 passed, 0 known failure, 0 skipped
-[inst/@sde/simulate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/simulate.m
-***** error simulate ()
-***** error simulate (1)
+[inst/rsindex.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/rsindex.m
+***** shared c, r
+ c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
+ r = [nan(1, 13) 85.1190 70.235 68.6684 55.6322 53.0414 49.7717];
+***** assert(rsindex(c), r, 0.0001)
+***** assert(rsindex(c'), r', 0.0001)
 2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/second.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/second.m
-***** assert (second (451482.906781456), 45.918, 0.01)
-***** assert (second ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 34)
+[inst/day.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/day.m
+***** assert (day (523383), 21);
+***** assert (day ("12-02-34", "mm-dd-yy"), 2);
 2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/pointfig.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/pointfig.m
+[inst/movavg.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/movavg.m
 ***** shared a
  a = [1 2 3 2 4 2 1];
 ***** test
@@ -3098,6 +3013,10 @@
  assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps)
  assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps)
 3 tests, 3 passed, 0 known failure, 0 skipped
+[inst/nomrr.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/nomrr.m
+***** assert (nomrr (0.0938, 12), 0.09, 0.00005)
+1 test, 1 passed, 0 known failure, 0 skipped
 [inst/nweekdate.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/nweekdate.m
 ***** assert(nweekdate(1, 4, 2008, 1), datenum(2008, 1, 2))
@@ -3113,30 +3032,189 @@
 ***** assert(nweekdate('lweekdate', 4, 2008, 1), datenum(2008, 1, 30))
 ***** assert(nweekdate('lweekdate', 4, 2008, 1, 6), datenum(2008, 1, 23))
 12 tests, 12 passed, 0 known failure, 0 skipped
-[inst/x2mdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/x2mdate.m
-***** assert(x2mdate(39448), datenum(2008, 1, 1))
-***** assert(x2mdate([39083 39448]), datenum(2007:2008, 1, 1))
-***** assert(x2mdate(2), datenum(1900, 1, 1))
-***** assert(x2mdate(1, 0, "ExcelBug"), datenum(1900, 1, 1))
-***** assert(x2mdate(0, 1), datenum(1904, 1, 1))
-5 tests, 5 passed, 0 known failure, 0 skipped
-[inst/thirdwednesday.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/thirdwednesday.m
-***** shared m, y, bt, et
- m = (1:12)';
- y = 2008;
- bt = datenum(2008, m, [16;20;19;16;21;18;16;20;17;15;19;17]);
- et = datenum([2008*ones(9,1);2009*ones(3,1)], [4:12 1:3]', [16;20;19;16;21;18;16;20;17;15;19;17]);
+[inst/blsprice.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsprice.m
 ***** test
- [b e] = thirdwednesday (m, y);
- assert(b, bt)
- assert(e, et)
+ [Call, Put] = blsprice (90:10:110, 100, 0.04, 1, 0.2, 0.01);
+ assert (Call, [4.4037 9.3197 16.1217], 1e-4)
+ assert (Put, [11.3781 6.3937 3.2952], 1e-4)
+***** error blsprice ()
+***** error blsprice (1)
+***** error blsprice (1, 2)
+***** error blsprice (1, 2, 3)
+***** error blsprice (1, 2, 3, 4)
+***** error blsprice ("invalid", "type", "argument", 4, 5)
+***** error blsprice ({1, 2, 3}, [2 7 8], [8 3 1], 4, 10)
+8 tests, 8 passed, 0 known failure, 0 skipped
+[inst/blsdelta.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsdelta.m
 ***** test
- [b e] = thirdwednesday (m', y);
- assert(b, bt')
- assert(e, et')
+ [CallDelta, PutDelta] = blsdelta (90:10:110, 100, 0.04, 1, 0.2, 0.01);
+ assert (CallDelta, [0.3871 0.5927 0.7586], 1e-4)
+ assert (PutDelta, [-0.6030 -0.3973 -0.2314], 1e-4)
+***** error blsdelta ()
+***** error blsdelta (1)
+***** error blsdelta (1, 2)
+***** error blsdelta (1, 2, 3)
+***** error blsdelta (1, 2, 3, 4)
+6 tests, 6 passed, 0 known failure, 0 skipped
+[inst/weeknum.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/weeknum.m
+***** assert (weeknum (728647), 52)
+***** assert (weeknum ([728647 728848]), [52 27])
+***** assert (weeknum ([728647 ;728648]), [52 ;52])
+***** assert (weeknum ([736413 736813 ; 737213 737613]), [13 17 ; 22 28])
+***** assert (weeknum (datenum (2005, 01, 01), 2, 1), 53)
+***** assert (weeknum (datenum (2005, 01, 02), 2, 1), 53)
+***** assert (weeknum (datenum (2005, 12, 31), 2, 1), 52)
+***** assert (weeknum (datenum (2007, 01, 01), 2, 1), 1)
+***** assert (weeknum (datenum (2007, 12, 30), 2, 1), 52)
+***** assert (weeknum (datenum (2007, 12, 31), 2, 1), 1)
+***** assert (weeknum (datenum (2008, 01, 01), 2, 1), 1)
+***** assert (weeknum (datenum (2008, 12, 28), 2, 1), 52)
+***** assert (weeknum (datenum (2008, 12, 29), 2, 1), 1)
+***** assert (weeknum (datenum (2008, 12, 30), 2, 1), 1)
+***** assert (weeknum (datenum (2008, 12, 31), 2, 1), 1)
+***** assert (weeknum (datenum (2009, 01, 01), 2, 1), 1)
+***** assert (weeknum (datenum (2009, 12, 31), 2, 1), 53)
+***** assert (weeknum (datenum (2010, 01, 01), 2, 1), 53)
+***** assert (weeknum (datenum (2010, 01, 02), 2, 1), 53)
+***** assert (weeknum (datenum (2010, 01, 03), 2, 1), 53)
+***** assert (weeknum ([datenum(2005, 1, 1) datenum(2008, 12, 29)], 2, 1), [53 1])
+***** test
+ [n, y] = weeknum (datenum (2010, 1, 3), 2, 1);
+ assert ([n y],[53 2009])
+***** demo
+ d = datenum (2014, 12, 29);
+ [w, y] = weeknum (datenum (2014, 12, 29), 2, 1);
+ disp(['In ISO8601 ' datestr(d) ' is week ' num2str(w) ' of year ' num2str(y)])
+ disp(['Octave default weeknumber for ' datestr(d) ' is ' num2str(weeknum (d))])
+22 tests, 22 passed, 0 known failure, 0 skipped
+[inst/onbalvol.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/onbalvol.m
+***** shared c, v, obv
+ c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
+ v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28];
+ obv = [0 12 35 60 94 82 50 35 50 84 138 150 236 281 249 173 84 97 69]';
+***** assert(onbalvol(c, v), obv)
+***** assert(onbalvol([c' v']), obv)
+2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/year.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/year.m
+***** assert (year (523383), 1432);
+***** assert (year ("12-02-34", "mm-dd-yy"), 2034);
+***** assert (year ([728647 728848]), [1994 1995]);
+***** assert (year ([728647; 728848]), [1994; 1995]);
+***** assert (year ({"12-02-34", "12-02-85"}, "mm-dd-yy"), [2034 1985]);
+***** assert (year ({"12-02-34"; "12-02-85"}, "mm-dd-yy"), [2034; 1985]);
+6 tests, 6 passed, 0 known failure, 0 skipped
+[inst/blkimpv.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blkimpv.m
+***** assert (blkimpv (90, 100, 0.04, 1, [3.4484 13.0563], 1, 1e-6, [1 0]), [0.2 0.2], 1e-4)
+***** error blkimpv ()
+***** error blkimpv (1)
+***** error blkimpv (1, 2)
+***** error blkimpv (1, 2, 3)
+***** error blkimpv (1, 2, 3, 4)
+***** error blkimpv (1, 2, 3, 4, 5, 6, 7, 8, 2)
+7 tests, 7 passed, 0 known failure, 0 skipped
+[inst/binprice.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/binprice.m
+***** test
+ [AssetPrice, OptionValue] = binprice (100, 100, 0.04, 1, 0.25, 0.2, 0, 0.01);
+ assert (OptionValue(1:2,1:2), [6.4701 2.2159; 0 11.0776], 1e-4)
+***** error binprice ()
+***** error binprice (1)
+***** error binprice (1, 2)
+***** error binprice (1, 2, 3)
+***** error binprice (1, 2, 3, 4)
+***** error binprice (1, 2, 3, 4, 5)
+***** error binprice (1, 2, 3, 4, 5, 6)
+8 tests, 8 passed, 0 known failure, 0 skipped
+[inst/lbusdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/lbusdate.m
+***** assert(lbusdate(2008,4), datenum(2008,4,30))
+***** assert(lbusdate(2008,5), datenum(2008,5,30))
 2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/blsvega.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsvega.m
+***** test
+***** error blsvega ()
+***** error blsvega (1)
+***** error blsvega (1, 2)
+***** error blsvega (1, 2, 3)
+***** error blsvega (1, 2, 3, 4)
+6 tests, 6 passed, 0 known failure, 0 skipped
+[inst/easter.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/easter.m
+***** assert(easter(1990), datenum(1990, 4, 15))
+***** assert(easter(1991), datenum(1991, 3, 31))
+***** assert(easter(1992), datenum(1992, 4, 19))
+***** assert(easter(1993), datenum(1993, 4, 11))
+***** assert(easter(1994), datenum(1994, 4, 3))
+***** assert(easter(1995), datenum(1995, 4, 16))
+***** assert(easter(1996), datenum(1996, 4, 7))
+***** assert(easter(1997), datenum(1997, 3, 30))
+***** assert(easter(1998), datenum(1998, 4, 12))
+***** assert(easter(1999), datenum(1999, 4, 4))
+***** assert(easter([2000 2001]), [datenum(2000, 4, 23) datenum(2001, 4, 15)])
+***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)])
+***** assert(easter([2004 2005;2006 2007;2008 2009]), [datenum(2004, 4, 11) datenum(2005, 3, 27);datenum(2006, 4, 16) datenum(2007, 4, 8);datenum(2008, 3, 23) datenum(2009, 4, 12)])
+***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)])
+14 tests, 14 passed, 0 known failure, 0 skipped
+[inst/corr2cov.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/corr2cov.m
+***** demo
+ sigma = [ 0.5 2.0 ];
+ corr = [ 1.0 -0.5; -0.5 1.0 ];
+ cov = corr2cov( sigma, corr );
+ %--------------------------------------------------
+ % Input standard deviations and correlation matrix, output covariance
+ % matrix
+***** test
+ sigma = [0.5 2.0];
+ corr = [1.0 -0.5; -0.5 1.0];
+ cov = corr2cov( sigma, corr );
+ assert( cov, [ 0.25 -0.5; -0.5 4.0 ] )
+1 test, 1 passed, 0 known failure, 0 skipped
+[inst/busdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/busdate.m
+***** assert(busdate(datenum(2008,1,2)), datenum(2008,1,3))
+***** assert(busdate(datenum(2007,12,31)), datenum(2008,1,2))
+***** assert(busdate(datenum(2007,1,5)), datenum(2007,1,8))
+***** assert(busdate(datenum(2007,1,6)), datenum(2007,1,8))
+***** assert(busdate(datenum(2008,1,3), -1), datenum(2008,1,2))
+***** assert(busdate(datenum(2008,1,2), -1), datenum(2007,12,31))
+***** assert(busdate(datenum(2008,1,2), -1, datenum(2007,1,1):datenum(2008,1,1)), datenum(2006,12,29))
+***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)]), [datenum(2008,1,3) datenum(2007,1,3)])
+***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], [1 1]), [datenum(2008,1,3) datenum(2007,1,3)])
+***** assert(busdate([datenum(2008,1,2) datenum(2007,1,1)], 1), [datenum(2008,1,3) datenum(2007,1,3)])
+***** assert(busdate([datenum(2008,1,2);datenum(2007,1,1)], [1;1]), [datenum(2008,1,3);datenum(2007,1,3)])
+***** assert(busdate([datenum(2008,1,2);datenum(2007,1,2)], [1;-1]), [datenum(2008,1,3);datenum(2006,12,29)])
+***** assert(busdate(datenum(2008,1,2), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,3))
+***** assert(busdate(datenum(2008,1,4), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,5))
+***** assert(busdate(datenum(2008,1,5), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+***** assert(busdate(datenum(2008,1,6), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 0 0 0 0 0 0]), datenum(2008,1,7))
+***** assert(busdate(datenum(2008,1,1), 1, holidays(datenum(2008,1,1), datenum(2008,1,31)), [1 1 1 1 1 1 0]), datenum(2008,1,5))
+17 tests, 17 passed, 0 known failure, 0 skipped
+[inst/yeardays.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/yeardays.m
+***** assert(yeardays(2000), 366)
+***** assert(yeardays(2001), 365)
+***** assert(yeardays(2000:2004), [366 365 365 365 366])
+***** assert(yeardays(2000, 0), 366)
+***** assert(yeardays(2000, 1), 360)
+***** assert(yeardays(2000, 2), 360)
+***** assert(yeardays(2000, 3), 365)
+***** assert(yeardays(2000, 4), 360)
+***** assert(yeardays(2000, 5), 360)
+***** assert(yeardays(2000, 6), 360)
+***** assert(yeardays(2000, 7), 365)
+***** assert(yeardays(2000, 8), 366)
+***** assert(yeardays(2000, 9), 360)
+***** assert(yeardays(2000, 10), 365)
+***** assert(yeardays(2000, 11), 360)
+15 tests, 15 passed, 0 known failure, 0 skipped
 [inst/holidays.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/holidays.m
 ***** assert(holidays("jan 1 1999", "jan 1 1998"), zeros(0,1));   # return empty when startdate is after enddate
@@ -3149,28 +3227,12 @@
 ***** assert (holidays ("dec 29 2005", "jan 2 2006"), datenum (2006 ,1 ,2));
 ***** assert(holidays(datenum(2004,1,1), datenum(2004,12,31)), datenum(2004*ones(10,1), [1;1;2;4;5;6;7;9;11;12], [1;19;16;9;31;11;5;6;25;24]));
 9 tests, 9 passed, 0 known failure, 0 skipped
-[inst/rsindex.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/rsindex.m
-***** shared c, r
- c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
- r = [nan(1, 13) 85.1190 70.235 68.6684 55.6322 53.0414 49.7717];
-***** assert(rsindex(c), r, 0.0001)
-***** assert(rsindex(c'), r', 0.0001)
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/opprofit.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/opprofit.m
-***** assert (opprofit (100, 90, 4, 0, 0),  6)
-***** assert (opprofit (80:20:120, 90, 4, 0, 0), [-4 6 26])
-***** assert (opprofit (80:20:120, 80:20:120, 0, 0, 0), [0 0 0])
-***** assert (opprofit (100, 90, 4, [0 0 1 1], [0 1 0 1]), [6 -4 -6 4])
-***** error opprofit ()
-***** error opprofit (1)
-***** error opprofit (1, 2)
-***** error opprofit (1, 2, 3)
-***** error opprofit (1, 2, 3, 4)
-***** error opprofit (1, 2, 3, 4, 0)
-***** error opprofit (1, 2, 3, 0, 5)
-11 tests, 11 passed, 0 known failure, 0 skipped
+[inst/taxedrr.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/taxedrr.m
+***** assert (taxedrr (0.12, 0.30), 0.084, 10*eps)
+***** assert (taxedrr (0.12, 0), 0.12, 10*eps)
+***** assert (taxedrr (0.12, 1), 0, 10*eps)
+3 tests, 3 passed, 0 known failure, 0 skipped
 [inst/cov2corr.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/cov2corr.m
 ***** demo
@@ -3185,17 +3247,22 @@
  assert( sigma, [0.5 2.0] )
  assert( corr, [1.0 -0.5; -0.5 1.0] );
 1 test, 1 passed, 0 known failure, 0 skipped
-[inst/day.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/day.m
-***** assert (day (523383), 21);
-***** assert (day ("12-02-34", "mm-dd-yy"), 2);
+[inst/thirdwednesday.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/thirdwednesday.m
+***** shared m, y, bt, et
+ m = (1:12)';
+ y = 2008;
+ bt = datenum(2008, m, [16;20;19;16;21;18;16;20;17;15;19;17]);
+ et = datenum([2008*ones(9,1);2009*ones(3,1)], [4:12 1:3]', [16;20;19;16;21;18;16;20;17;15;19;17]);
+***** test
+ [b e] = thirdwednesday (m, y);
+ assert(b, bt)
+ assert(e, et)
+***** test
+ [b e] = thirdwednesday (m', y);
+ assert(b, bt')
+ assert(e, et')
 2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/fbusdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/fbusdate.m
-***** assert(fbusdate(2008,2), datenum(2008,2,1))
-***** assert(fbusdate(2008,1), datenum(2008,1,2))
-***** assert(fbusdate(2008,3), datenum(2008,3,3))
-3 tests, 3 passed, 0 known failure, 0 skipped
 [inst/blsgamma.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsgamma.m
 ***** error blsgamma ()
@@ -3204,6 +3271,18 @@
 ***** error blsgamma (1, 2, 3)
 ***** error blsgamma (1, 2, 3, 4)
 5 tests, 5 passed, 0 known failure, 0 skipped
+[inst/blstheta.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blstheta.m
+***** test
+ [CallTheta, PutTheta] = blstheta (90:10:110, 100, 0.04, 1, 0.2, 0.01);
+ assert (CallTheta, [-4.2901 -5.2337 -5.1954], 1e-4)
+ assert (PutTheta, [-1.3380 -2.3806 -2.4413], 1e-4)
+***** error blstheta ()
+***** error blstheta (1)
+***** error blstheta (1, 2)
+***** error blstheta (1, 2, 3)
+***** error blstheta (1, 2, 3, 4)
+6 tests, 6 passed, 0 known failure, 0 skipped
 [inst/blslambda.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blslambda.m
 ***** test
@@ -3220,114 +3299,6 @@
 ***** error blslambda (1, 2, 3)
 ***** error blslambda (1, 2, 3, 4)
 7 tests, 7 passed, 0 known failure, 0 skipped
-[inst/mirr.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/mirr.m
-***** assert (mirr ([-100000 20000 -10000 30000 38000 50000], 0.09, 0.12), 0.0832, 0.00005)
-1 test, 1 passed, 0 known failure, 0 skipped
-[inst/onbalvol.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/onbalvol.m
-***** shared c, v, obv
- c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
- v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28];
- obv = [0 12 35 60 94 82 50 35 50 84 138 150 236 281 249 173 84 97 69]';
-***** assert(onbalvol(c, v), obv)
-***** assert(onbalvol([c' v']), obv)
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/minute.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/minute.m
-***** assert (minute (451482.906781456), 45)
-***** assert (minute ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 56)
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/easter.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/easter.m
-***** assert(easter(1990), datenum(1990, 4, 15))
-***** assert(easter(1991), datenum(1991, 3, 31))
-***** assert(easter(1992), datenum(1992, 4, 19))
-***** assert(easter(1993), datenum(1993, 4, 11))
-***** assert(easter(1994), datenum(1994, 4, 3))
-***** assert(easter(1995), datenum(1995, 4, 16))
-***** assert(easter(1996), datenum(1996, 4, 7))
-***** assert(easter(1997), datenum(1997, 3, 30))
-***** assert(easter(1998), datenum(1998, 4, 12))
-***** assert(easter(1999), datenum(1999, 4, 4))
-***** assert(easter([2000 2001]), [datenum(2000, 4, 23) datenum(2001, 4, 15)])
-***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)])
-***** assert(easter([2004 2005;2006 2007;2008 2009]), [datenum(2004, 4, 11) datenum(2005, 3, 27);datenum(2006, 4, 16) datenum(2007, 4, 8);datenum(2008, 3, 23) datenum(2009, 4, 12)])
-***** assert(easter([2002;2003]), [datenum(2002, 3, 31);datenum(2003, 4, 20)])
-14 tests, 14 passed, 0 known failure, 0 skipped
-[inst/hhigh.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/hhigh.m
-***** shared c, h
- c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25];
- h = [22.44 22.61 22.67 22.88 23.36 23.36 23.36 23.36 23.36 23.69 23.77 23.84 24.32 24.8 24.8 24.8 24.8 24.8 24.8 25];
-***** assert(hhigh(c), h)
-***** assert(hhigh(c'), h')
-2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/blsdelta.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsdelta.m
-***** test
- [CallDelta, PutDelta] = blsdelta (90:10:110, 100, 0.04, 1, 0.2, 0.01);
- assert (CallDelta, [0.3871 0.5927 0.7586], 1e-4)
- assert (PutDelta, [-0.6030 -0.3973 -0.2314], 1e-4)
-***** error blsdelta ()
-***** error blsdelta (1)
-***** error blsdelta (1, 2)
-***** error blsdelta (1, 2, 3)
-***** error blsdelta (1, 2, 3, 4)
-6 tests, 6 passed, 0 known failure, 0 skipped
-[inst/movavg.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/movavg.m
-***** shared a
- a = [1 2 3 2 4 2 1];
-***** test
- [s l] = movavg(a, 2, 4);
- assert(s, [1 1.5 2.5 2.5 3 3 1.5])
- assert(l, [1 1.5 2 2 2.75 2.75 2.25])
-***** test
- [s l] = movavg(a', 2, 4);
- assert(s, [1;1.5;2.5;2.5;3;3;1.5])
- assert(l, [1;1.5;2;2;2.75;2.75;2.25])
-***** test
- [s l] = movavg(a, 3, 4, 1);
- assert(s, [3 4.8 7 7 9.5 8 5.5]./3, 10*eps)
- assert(l, [1 11/7 20/9 2.2 3 2.7 2], 10*eps)
-3 tests, 3 passed, 0 known failure, 0 skipped
-[inst/weeknum.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/weeknum.m
-***** assert (weeknum (728647), 52)
-***** assert (weeknum ([728647 728848]), [52 27])
-***** assert (weeknum ([728647 ;728648]), [52 ;52])
-***** assert (weeknum ([736413 736813 ; 737213 737613]), [13 17 ; 22 28])
-***** assert (weeknum (datenum (2005, 01, 01), 2, 1), 53)
-***** assert (weeknum (datenum (2005, 01, 02), 2, 1), 53)
-***** assert (weeknum (datenum (2005, 12, 31), 2, 1), 52)
-***** assert (weeknum (datenum (2007, 01, 01), 2, 1), 1)
-***** assert (weeknum (datenum (2007, 12, 30), 2, 1), 52)
-***** assert (weeknum (datenum (2007, 12, 31), 2, 1), 1)
-***** assert (weeknum (datenum (2008, 01, 01), 2, 1), 1)
-***** assert (weeknum (datenum (2008, 12, 28), 2, 1), 52)
-***** assert (weeknum (datenum (2008, 12, 29), 2, 1), 1)
-***** assert (weeknum (datenum (2008, 12, 30), 2, 1), 1)
-***** assert (weeknum (datenum (2008, 12, 31), 2, 1), 1)
-***** assert (weeknum (datenum (2009, 01, 01), 2, 1), 1)
-***** assert (weeknum (datenum (2009, 12, 31), 2, 1), 53)
-***** assert (weeknum (datenum (2010, 01, 01), 2, 1), 53)
-***** assert (weeknum (datenum (2010, 01, 02), 2, 1), 53)
-***** assert (weeknum (datenum (2010, 01, 03), 2, 1), 53)
-***** assert (weeknum ([datenum(2005, 1, 1) datenum(2008, 12, 29)], 2, 1), [53 1])
-***** test
- [n, y] = weeknum (datenum (2010, 1, 3), 2, 1);
- assert ([n y],[53 2009])
-***** demo
- d = datenum (2014, 12, 29);
- [w, y] = weeknum (datenum (2014, 12, 29), 2, 1);
- disp(['In ISO8601 ' datestr(d) ' is week ' num2str(w) ' of year ' num2str(y)])
- disp(['Octave default weeknumber for ' datestr(d) ' is ' num2str(weeknum (d))])
-22 tests, 22 passed, 0 known failure, 0 skipped
-[inst/effrr.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/effrr.m
-***** assert (effrr (0.09, 12), 0.0938, 0.00005)
-1 test, 1 passed, 0 known failure, 0 skipped
 [inst/cfconv.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/cfconv.m
 ***** demo
@@ -3343,27 +3314,11 @@
  errVal = round(errVal*(1e+10));
  assert(errVal, 0)
 1 test, 1 passed, 0 known failure, 0 skipped
-[inst/month.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/month.m
-***** assert (nthargout (1:2, @month, 523383), {12 "Dec"});
-***** assert (nthargout (1:2, @month, "12-02-34", "mm-dd-yy"), {12 "Dec"});
+[inst/datefind.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/datefind.m
+***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31)), [10;20])
+***** assert (datefind (datenum (1999, 7, [10;20]), datenum (1999, 7, 1:31), 1), [9;10;11;19;20;21])
 2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/cfdur.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/cfdur.m
-***** demo
- cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5];
- yield = 0.025;
- [ duration, modDuration ] = cfdur( cf, yield );
- %--------------------------------------------------
- % Input cash flow and yield, output duration and modified duration
-***** test
- cf = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5];
- [dur modDur] = cfdur( cf, 0.025 );
- errVal1 = round(dur*(1e+4))*(1e-4) - 8.9709;
- errVal2 = round(modDur*(1e+4))*(1e-4) - 8.7521;
- assert( errVal1, 0 )
- assert( errVal2, 0 )
-1 test, 1 passed, 0 known failure, 0 skipped
 [inst/blsrho.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsrho.m
 ***** test
@@ -3376,6 +3331,25 @@
 ***** error blsrho (1, 2, 3)
 ***** error blsrho (1, 2, 3, 4)
 6 tests, 6 passed, 0 known failure, 0 skipped
+[inst/llow.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/llow.m
+***** shared c, l
+ c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25];
+ l = [22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.44 22.61 22.67 22.86 22.86 22.86 22.86];
+***** assert(llow(c), l)
+***** assert(llow(c'), l')
+2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/fbusdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/fbusdate.m
+***** assert(fbusdate(2008,2), datenum(2008,2,1))
+***** assert(fbusdate(2008,1), datenum(2008,1,2))
+***** assert(fbusdate(2008,3), datenum(2008,3,3))
+3 tests, 3 passed, 0 known failure, 0 skipped
+[inst/month.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/month.m
+***** assert (nthargout (1:2, @month, 523383), {12 "Dec"});
+***** assert (nthargout (1:2, @month, "12-02-34", "mm-dd-yy"), {12 "Dec"});
+2 tests, 2 passed, 0 known failure, 0 skipped
 [inst/blsimpv.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blsimpv.m
 ***** assert (blsimpv (100, 100, 0.04, 1, [9.9251 6.0040], 1, 0, 1e-6, [1 0]), [0.2 0.2], 1e-4)
@@ -3386,38 +3360,121 @@
 ***** error blsimpv (1, 2, 3, 4)
 ***** error blsimpv (1, 2, 3, 4, 5, 6, 7, 8, 2)
 7 tests, 7 passed, 0 known failure, 0 skipped
-[inst/posvolidx.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/posvolidx.m
-***** shared c, v, pvia, pvib
+[inst/bolling.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/bolling.m
+***** error bolling ()
+***** error bolling (1)
+***** error bolling (1, 2)
+***** error bolling ("invalid", "type")
+4 tests, 4 passed, 0 known failure, 0 skipped
+[inst/negvolidx.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/negvolidx.m
+***** shared c, v, nvia, nvib
  c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21];
  v = [10 12 23 25 34 12 32 15 15 34 54 12 86 45 32 76 89 13 28];
- pvia = [100 100.7575758 101.0249554 101.9607843 104.0998217 104.0998217 103.4276318 103.4276318 103.4276318 105.7488389 106.1059477 106.1059477 108.242309 108.242309 108.242309 107.9734953 104.7029289 104.7029289 102.9290546]';
- pvib = [5 5.037878788 5.051247772 5.098039216 5.204991087 5.204991087 5.171381588 5.171381588 5.171381588 5.287441943 5.305297383 5.305297383 5.412115451 5.412115451 5.412115451 5.398674767 5.235146444 5.235146444 5.14645273]';
-***** assert(posvolidx(c, v), pvia, 1e-5)
-***** assert(posvolidx([c' v']), pvia, 1e-5)
-***** assert(posvolidx(c, v, 5), pvib, 1e-5)
-***** assert(posvolidx([c' v'], 5), pvib, 1e-5)
+ nvia = [100 100 100 100 100 99.44349315 99.44349315 98.49559157 98.49559157 98.49559157 98.49559157 98.78565011 98.78565011 100.7353669 98.13574451 98.13574451 98.13574451 99.14355704 99.14355704]';
+ nvib = [5 5 5 5 5 4.972174658 4.972174658 4.924779578 4.924779578 4.924779578 4.924779578 4.939282505 4.939282505 5.036768344 4.906787226 4.906787226 4.906787226 4.957177852 4.957177852]';
+***** assert(negvolidx(c, v), nvia, 1e-5)
+***** assert(negvolidx([c' v']), nvia, 1e-5)
+***** assert(negvolidx(c, v, 5), nvib, 1e-5)
+***** assert(negvolidx([c' v'], 5), nvib, 1e-5)
 4 tests, 4 passed, 0 known failure, 0 skipped
-[inst/eomdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/eomdate.m
-***** assert(eomdate(2008, 2), datenum(2008, 2, 29))
-***** assert(eomdate(2007, 2), datenum(2007, 2, 28))
-***** assert(eomdate([2008 2007], [3 4]), [datenum(2008, 3, 31) datenum(2007, 4, 30)])
-***** assert(eomdate([2008;2007], [3;4]), [datenum(2008, 3, 31);datenum(2007, 4, 30)])
+[inst/effrr.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/effrr.m
+***** assert (effrr (0.09, 12), 0.0938, 0.00005)
+1 test, 1 passed, 0 known failure, 0 skipped
+[inst/isbusday.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/isbusday.m
+***** assert(isbusday(datenum(2008,1,2)), true())
+***** assert(isbusday(datenum(2008,1,1)), false())
+***** assert(isbusday(datenum(2008,1,1), []), false())
+***** assert(isbusday(datenum(2008,2,2)), false())
+***** assert(isbusday(datenum(2008,1,2), datenum(2008,1,2)), false())
+***** assert(isbusday(datenum(2008,1,2), [], zeros(1,7)), true())
+***** assert(isbusday(datenum(2008,1,2), [], ones(1,7)), false())
+***** assert(isbusday([datenum(2008,1,2) datenum(2008,2,2)]), [true() false()])
+***** assert(isbusday([datenum(2008,1,2);datenum(2008,2,2)]), [true();false()])
+9 tests, 9 passed, 0 known failure, 0 skipped
+[inst/opprofit.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/opprofit.m
+***** assert (opprofit (100, 90, 4, 0, 0),  6)
+***** assert (opprofit (80:20:120, 90, 4, 0, 0), [-4 6 26])
+***** assert (opprofit (80:20:120, 80:20:120, 0, 0, 0), [0 0 0])
+***** assert (opprofit (100, 90, 4, [0 0 1 1], [0 1 0 1]), [6 -4 -6 4])
+***** error opprofit ()
+***** error opprofit (1)
+***** error opprofit (1, 2)
+***** error opprofit (1, 2, 3)
+***** error opprofit (1, 2, 3, 4)
+***** error opprofit (1, 2, 3, 4, 0)
+***** error opprofit (1, 2, 3, 0, 5)
+11 tests, 11 passed, 0 known failure, 0 skipped
+[inst/m2xdate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/m2xdate.m
+***** assert(m2xdate(datenum(2008, 1, 1)), 39448)
+***** assert(m2xdate(datenum(2007:2008, 1, 1)), [39083 39448])
+***** assert(m2xdate(datenum(1900, 1, 1)), 2)
+***** assert(m2xdate(datenum(1900, 1, 1), 0, "ExcelBug"), 1)
+***** assert(m2xdate(datenum(1904, 1, 1), 1), 0)
+5 tests, 5 passed, 0 known failure, 0 skipped
+[inst/daysact.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/daysact.m
+***** assert (daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"]), [9;53;203])
+***** assert (daysact ("7-sep-2002", "25-dec-2002"), 109)
+2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/@sde/sde.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/sde.m
+***** error sde ()
+***** error sde (1)
+***** error sde (1, 2)
+***** error sde (1, 2, "OptionName")
 4 tests, 4 passed, 0 known failure, 0 skipped
-[inst/binprice.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/binprice.m
+[inst/@sde/simulate.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/simulate.m
+***** error simulate ()
+***** error simulate (1)
+2 tests, 2 passed, 0 known failure, 0 skipped
+[inst/@sde/simByEuler.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/@sde/simByEuler.m
 ***** test
- [AssetPrice, OptionValue] = binprice (100, 100, 0.04, 1, 0.25, 0.2, 0, 0.01);
- assert (OptionValue(1:2,1:2), [6.4701 2.2159; 0 11.0776], 1e-4)
-***** error binprice ()
-***** error binprice (1)
-***** error binprice (1, 2)
-***** error binprice (1, 2, 3)
-***** error binprice (1, 2, 3, 4)
-***** error binprice (1, 2, 3, 4, 5)
-***** error binprice (1, 2, 3, 4, 5, 6)
-8 tests, 8 passed, 0 known failure, 0 skipped
+ Asset1Price = 40.; Asset2Price = 40.; Strike = 40.; RiskFreeRate = 0.05; Volatility1 = 0.5; Volatility2 = 0.5; ExpiryTime = 0.25; Correlation = 0.3;
+ Simulations = 1e5; Timesteps = 10;
+ Drift     = drift ([0.;0.], [RiskFreeRate 0.;0. RiskFreeRate]);
+ Diffusion = diffusion ([1.;1.], [Volatility1 0.;0. Volatility2]);
+ SDE = sde (Drift, Diffusion, "StartState", [Asset1Price;Asset2Price], "Correlation", [1 Correlation;Correlation 1]);
+ [Paths, ~, ~] = simulate (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
+ BasketCallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (max (Paths(end, :, :)) - Strike, 0.));
+ BasketCall = 6.8477; ## Computed using formula from Stulz (1982)
+ assert (BasketCallApproximate, BasketCall, 1e-1);
+***** test
+ AssetPrice = 100.; RiskFreeRate = 0.04; Dividends = 0.01; Volatility = 0.2; ExpiryTime = 1.;
+ Simulations = 1e6; Timesteps = 10;
+ Drift = drift (0., RiskFreeRate - Dividends);
+ Diffusion = diffusion (1., Volatility);
+ SDE = sde (Drift, Diffusion, "StartState", AssetPrice);
+ [Paths, ~, ~] = simByEuler (SDE, 1, "DeltaTime", ExpiryTime, "NTRIALS", Simulations, "NSTEPS", Timesteps, "Antithetic", true);
+ AssetExpiryMean = AssetPrice * exp ((RiskFreeRate - Dividends) * ExpiryTime);
+ AssetExpiryMeanApproximate = mean (Paths(end, 1, :));
+ AssetExpiryVariance = AssetPrice * AssetPrice * exp (2 * (RiskFreeRate - Dividends) * ExpiryTime) * (exp (Volatility * Volatility * ExpiryTime) - 1);
+ ConfidenceInterval = 0.01;
+ tol = norminv(1 - ConfidenceInterval/2) * sqrt (AssetExpiryVariance / Simulations);
+ assert (AssetExpiryMeanApproximate, AssetExpiryMean, tol)
+ Strike = 100.;
+ CallApproximate = exp (-RiskFreeRate * ExpiryTime) * mean (max (Paths(end, 1, :) - Strike, 0.));
+ [Call, ~] = blsprice (AssetPrice, Strike, RiskFreeRate, ExpiryTime, Volatility, Dividends);
+ assert (CallApproximate, Call, 1e-1);
+***** error simByEuler()
+***** error simByEuler(1)
+***** error simByEuler("invalid type", 1)
+5 tests, 5 passed, 0 known failure, 0 skipped
+[inst/hhigh.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/hhigh.m
+***** shared c, h
+ c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25];
+ h = [22.44 22.61 22.67 22.88 23.36 23.36 23.36 23.36 23.36 23.69 23.77 23.84 24.32 24.8 24.8 24.8 24.8 24.8 24.8 25];
+***** assert(hhigh(c), h)
+***** assert(hhigh(c'), h')
+2 tests, 2 passed, 0 known failure, 0 skipped
 [inst/months.m]
 >>>>> /build/reproducible-path/octave-financial-0.5.3/inst/months.m
 ***** assert(months('may 31 2004', 'jun 30 2004'), 1)
@@ -3429,32 +3486,11 @@
 ***** assert(months('jun 30 2005', 'june 30 2006'), 12)
 ***** assert(months('jun 30 2005', 'june 29 2006'), 11)
 8 tests, 8 passed, 0 known failure, 0 skipped
-[inst/nomrr.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/nomrr.m
-***** assert (nomrr (0.0938, 12), 0.09, 0.00005)
-1 test, 1 passed, 0 known failure, 0 skipped
-[inst/lbusdate.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/lbusdate.m
-***** assert(lbusdate(2008,4), datenum(2008,4,30))
-***** assert(lbusdate(2008,5), datenum(2008,5,30))
+[inst/minute.m]
+>>>>> /build/reproducible-path/octave-financial-0.5.3/inst/minute.m
+***** assert (minute (451482.906781456), 45)
+***** assert (minute ("1967-09-21 11:56:34", "yyyy-mm-dd HH:MM:SS"), 56)
 2 tests, 2 passed, 0 known failure, 0 skipped
-[inst/bolling.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/bolling.m
-***** error bolling ()
-***** error bolling (1)
-***** error bolling (1, 2)
-***** error bolling ("invalid", "type")
-4 tests, 4 passed, 0 known failure, 0 skipped
-[inst/blkimpv.m]
->>>>> /build/reproducible-path/octave-financial-0.5.3/inst/blkimpv.m
-***** assert (blkimpv (90, 100, 0.04, 1, [3.4484 13.0563], 1, 1e-6, [1 0]), [0.2 0.2], 1e-4)
-***** error blkimpv ()
-***** error blkimpv (1)
-***** error blkimpv (1, 2)
-***** error blkimpv (1, 2, 3)
-***** error blkimpv (1, 2, 3, 4)
-***** error blkimpv (1, 2, 3, 4, 5, 6, 7, 8, 2)
-7 tests, 7 passed, 0 known failure, 0 skipped
 Checking C++ files ...
 Done running the unit tests.
 Summary: 292 tests, 292 passed, 0 known failures, 0 skipped
@@ -3483,12 +3519,14 @@
 dpkg-buildpackage: info: binary-only upload (no source included)
 dpkg-genchanges: info: not including original source code in upload
 I: copying local configuration
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/B01_cleanup starting
+I: user script /srv/workspace/pbuilder/32151/tmp/hooks/B01_cleanup finished
 I: unmounting dev/ptmx filesystem
 I: unmounting dev/pts filesystem
 I: unmounting dev/shm filesystem
 I: unmounting proc filesystem
 I: unmounting sys filesystem
 I: cleaning the build env 
-I: removing directory /srv/workspace/pbuilder/13705 and its subdirectories
-I: Current time: Fri May 31 07:29:37 -12 2024
-I: pbuilder-time-stamp: 1717183777
+I: removing directory /srv/workspace/pbuilder/32151 and its subdirectories
+I: Current time: Sat Jun  1 09:34:17 +14 2024
+I: pbuilder-time-stamp: 1717184057