Some errors when installing boost_1_39_0 and Quantlib 0.9.7
I followed the steps in Dave's posting. Downloaded VC++ 8.0 expression edition on WindowXP. Compiled boost_1_39_0. But I found some libraries were failed to compile. Has anyone experienced same problem? (I had some failed targets when using cygwin g++.) Final summary of compiling boost_1_39_0 follows.
ln-NT stage\lib\libboost_wave-vc90-gd.lib
"NT symlinks not supported yet, making copy"
Could Not Find C:\boost_1_39_0\stage\lib\libboost_wave-vc90-gd.lib
1 file(s) copied.
...failed updating 336 targets...
...skipped 44 targets...
...updated 4004 targets...
I then installed Quantlib_0.9.7 anyway. There were some errors. Does anyone have similar experience? Thanks.
Tests completed in 36 m 51 s
Test suite "Master Test Suite" failed with:
505 assertions out of 506 passed
1 assertion out of 506 failed
389 test cases out of 390 passed
1 test case out of 390 failed
1 test case out of 390 aborted
The failed test follows.
Testing swaption volatility matrix...
./swaptionvolatilitymatrix.cpp(214): fatal error in "QuantLib::detail::quantlib_test_case(&SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence)": optionDateFromTenor mismatch for floating reference date, floating market data:
option tenor: 1M
actual option date: August 19th, 2009
exp. option date: August 20th, 2009
Testing swaption volatility matrix observability...
