Last updated on 2021-11-01 00:49:52 CET.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 0.4.14 | 652.08 | 53.71 | 705.79 | OK | |
| r-devel-linux-x86_64-debian-gcc | 0.4.14 | 731.43 | 41.81 | 773.24 | OK | |
| r-devel-windows-x86_64 | 0.4.14 | 1196.00 | 107.00 | 1303.00 | NOTE | |
| r-devel-windows-x86_64-gcc10-UCRT | 0.4.14 | OK | ||||
| r-patched-linux-x86_64 | 0.4.14 | 852.02 | 52.41 | 904.43 | OK | |
| r-release-linux-x86_64 | 0.4.14 | 857.92 | 52.19 | 910.11 | OK | |
| r-release-macos-arm64 | 0.4.14 | ERROR | ||||
| r-release-macos-x86_64 | 0.4.14 | ERROR | ||||
| r-release-windows-ix86+x86_64 | 0.4.14 | 1831.00 | 156.00 | 1987.00 | NOTE | |
| r-oldrel-macos-x86_64 | 0.4.14 | ERROR | ||||
| r-oldrel-windows-ix86+x86_64 | 0.4.14 | 1725.00 | 193.00 | 1918.00 | NOTE |
Version: 0.4.14
Check: installed package size
Result: NOTE
installed size is 13.7Mb
sub-directories of 1Mb or more:
libs 13.1Mb
Flavors: r-devel-windows-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64
Version: 0.4.14
Check: whether package can be installed
Result: WARN
Found the following significant warnings:
/opt/R/arm64/include/ql/experimental/variancegamma/fftengine.hpp:59:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/experimental/variancegamma/fftvanillaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/experimental/variancegamma/fftvariancegammaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/multiproduct.hpp:74:22: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestate.hpp:84:22: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/pathwisemultiproduct.hpp:81:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/exercisevalue.hpp:51:22: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/methods/montecarlo/exercisestrategy.hpp:42:22: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/lsstrategy.hpp:50:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/nothingexercisevalue.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp:46:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapbasissystem.hpp:44:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/swapratetrigger.hpp:42:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/callability/triggeredswapexercise.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multiproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp:61:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp:78:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp:83:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/singleproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/cashrebate.hpp:58:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepnothing.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepratchet.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswap.hpp:50:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswaption.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteptarn.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp:64:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:80:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:136:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:195:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp:68:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp:82:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:77:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:73:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:124:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:201:22: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:60:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:89:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:120:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:165:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:203:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:223:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
/opt/R/arm64/include/boost/random/linear_congruential.hpp:140:20: warning: overlapping comparisons always evaluate to false [-Wtautological-overlap-compare]
Flavor: r-release-macos-arm64
Version: 0.4.14
Check: examples
Result: ERROR
Running examples in ‘RQuantLib-Ex.R’ failed
The error most likely occurred in:
> ### Name: AffineSwaption
> ### Title: Affine swaption valuation using several short-rate models
> ### Aliases: AffineSwaption AffineSwaption.default
> ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
> ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
> ### Keywords: models
>
> ### ** Examples
>
> if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
+
+ # This data was generated to match the original quantlib example for Bermudan Swaption
+ params <- list(tradeDate=as.Date('2016-2-15'),
+ settleDate=as.Date('2016-2-17'),
+ startDate=as.Date('2017-2-17'),
+ maturity=as.Date('2022-2-17'),
+ payFixed=TRUE,
+ european=FALSE,
+ dt=.25,
+ strike=.06,
+ method="G2Analytic",
+ interpWhat="discount",
+ interpHow="loglinear")
+
+ # Market data used to construct the term structure of interest rates
+ tsQuotes <- list(d1w =0.0382,
+ d1m =0.0372,
+ fut1=96.2875,
+ fut2=96.7875,
+ fut3=96.9875,
+ fut4=96.6875,
+ fut5=96.4875,
+ fut6=96.3875,
+ fut7=96.2875,
+ fut8=96.0875,
+ s3y =0.0398,
+ s5y =0.0443,
+ s10y =0.05165,
+ s15y =0.055175)
+
+
+ # Swaption volatility matrix with corresponding maturities and tenors
+ swaptionMaturities <- c(1,2,3,4,5)
+
+ swapTenors <- c(1,2,3,4,5)
+
+ volMatrix <- matrix(
+ c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
+ 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
+ 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
+ 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
+ 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
+ ncol=5, byrow=TRUE)
+
+ legparams=list(dayCounter="Thirty360",
+ fixFreq="Annual",
+ floatFreq="Semiannual")
+
+ setEvaluationDate(as.Date("2016-2-16"))
+ times<-times <- seq(0,14.75,.25)
+ dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
+
+ # Price the Bermudan swaption
+ pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
+ summary(pricing)
+
+ }
*** caught segfault ***
address 0x0, cause 'invalid permissions'
Traceback:
1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64
Version: 0.4.14
Check: tests
Result: ERROR
Running ‘RQuantlib.R’ [0s/0s]
Running the tests in ‘tests/RQuantlib.R’ failed.
Last 13 lines of output:
+ settleDate=as.Date('2002-2-15'),
+ dt=0.25,
+ interpWhat='discount', interpHow='loglinear')
> discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
>
> ZeroCouponBond(bond, discountCurve, dateparams)
*** caught segfault ***
address 0x0, cause 'invalid permissions'
Traceback:
1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
2: ZeroCouponBond.default(bond, discountCurve, dateparams)
3: ZeroCouponBond(bond, discountCurve, dateparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64
Version: 0.4.14
Check: examples
Result: ERROR
Running examples in ‘RQuantLib-Ex.R’ failed
The error most likely occurred in:
> ### Name: AffineSwaption
> ### Title: Affine swaption valuation using several short-rate models
> ### Aliases: AffineSwaption AffineSwaption.default
> ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
> ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
> ### Keywords: models
>
> ### ** Examples
>
> if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
+
+ # This data was generated to match the original quantlib example for Bermudan Swaption
+ params <- list(tradeDate=as.Date('2016-2-15'),
+ settleDate=as.Date('2016-2-17'),
+ startDate=as.Date('2017-2-17'),
+ maturity=as.Date('2022-2-17'),
+ payFixed=TRUE,
+ european=FALSE,
+ dt=.25,
+ strike=.06,
+ method="G2Analytic",
+ interpWhat="discount",
+ interpHow="loglinear")
+
+ # Market data used to construct the term structure of interest rates
+ tsQuotes <- list(d1w =0.0382,
+ d1m =0.0372,
+ fut1=96.2875,
+ fut2=96.7875,
+ fut3=96.9875,
+ fut4=96.6875,
+ fut5=96.4875,
+ fut6=96.3875,
+ fut7=96.2875,
+ fut8=96.0875,
+ s3y =0.0398,
+ s5y =0.0443,
+ s10y =0.05165,
+ s15y =0.055175)
+
+
+ # Swaption volatility matrix with corresponding maturities and tenors
+ swaptionMaturities <- c(1,2,3,4,5)
+
+ swapTenors <- c(1,2,3,4,5)
+
+ volMatrix <- matrix(
+ c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
+ 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
+ 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
+ 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
+ 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
+ ncol=5, byrow=TRUE)
+
+ legparams=list(dayCounter="Thirty360",
+ fixFreq="Annual",
+ floatFreq="Semiannual")
+
+ setEvaluationDate(as.Date("2016-2-16"))
+ times<-times <- seq(0,14.75,.25)
+ dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
+
+ # Price the Bermudan swaption
+ pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
+ summary(pricing)
+
+ }
*** caught segfault ***
address 0x0, cause 'memory not mapped'
Traceback:
1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
An irrecoverable exception occurred. R is aborting now ...
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64
Version: 0.4.14
Check: tests
Result: ERROR
Running ‘RQuantlib.R’ [0s/0s]
Running the tests in ‘tests/RQuantlib.R’ failed.
Last 13 lines of output:
+ settleDate=as.Date('2002-2-15'),
+ dt=0.25,
+ interpWhat='discount', interpHow='loglinear')
> discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
>
> ZeroCouponBond(bond, discountCurve, dateparams)
*** caught segfault ***
address 0x0, cause 'memory not mapped'
Traceback:
1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
2: ZeroCouponBond.default(bond, discountCurve, dateparams)
3: ZeroCouponBond(bond, discountCurve, dateparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-x86_64
Version: 0.4.14
Check: tests
Result: ERROR
Running ‘RQuantlib.R’ [1s/1s]
Running the tests in ‘tests/RQuantlib.R’ failed.
Last 13 lines of output:
+ settleDate=as.Date('2002-2-15'),
+ dt=0.25,
+ interpWhat='discount', interpHow='loglinear')
> discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
>
> ZeroCouponBond(bond, discountCurve, dateparams)
*** caught segfault ***
address 0x0, cause 'memory not mapped'
Traceback:
1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
2: ZeroCouponBond.default(bond, discountCurve, dateparams)
3: ZeroCouponBond(bond, discountCurve, dateparams)
An irrecoverable exception occurred. R is aborting now ...
Flavor: r-oldrel-macos-x86_64