0000176: AmericanOptionTest failed

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Date Submitted

Last Update

0000176

jquantlib

[All Projects] tests

public

2009-02-06 03:47

2009-06-28 13:17

Reporter

Richard Gomes

Assigned To

Srinivas Hasti

Priority

normal

Severity

major

Reproducibility

have not tried

Status

closed

Resolution

fixed

Platform

OS Version

Product Version

Target Version

0.1.2

Fixed in Version

0.1.2

Summary

0000176: AmericanOptionTest failed

Description

****************************************************************************
Test Failures:
****************************************************************************

AmericanOptionTest
testFdValues :
junit.framework.AssertionFailedError
junit.framework.AssertionFailedError: AMERICAN PUT option with PlainVanillaPayoff payoff:
spot value: 40.0
strike: 40.0
dividend yield: 0.0
risk-free rate: 0.0488
reference date: February 6, 2009
maturity: September 4, 2009
volatility: 0.2

expected value: 1.984
calculated value: 1.8812198652840373
error: 0.1027801347159627
tolerance: 0.08
        at junit.framework.Assert.fail(Assert.java:47)
        at org.jquantlib.testsuite.instruments.AmericanOptionTest.REPORT_FAILURE(AmericanOptionTest.java:809)
        at org.jquantlib.testsuite.instruments.AmericanOptionTest.testFdValues(AmericanOptionTest.java:658)
        at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
        at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.java:39)
        at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:25)
        at java.lang.reflect.Method.invoke(Method.java:597)
        at org.junit.internal.runners.TestMethod.invoke(TestMethod.java:59)
        at org.junit.internal.runners.MethodRoadie.runTestMethod(MethodRoadie.java:98)
        at org.junit.internal.runners.MethodRoadie$2.run(MethodRoadie.java:79)
        at org.junit.internal.runners.MethodRoadie.runBeforesThenTestThenAfters(MethodRoadie.java:87)
        at org.junit.internal.runners.MethodRoadie.runTest(MethodRoadie.java:77)
        at org.junit.internal.runners.MethodRoadie.run(MethodRoadie.java:42)
        at org.junit.internal.runners.JUnit4ClassRunner.invokeTestMethod(JUnit4ClassRunner.java:88)
        at org.junit.internal.runners.JUnit4ClassRunner.runMethods(JUnit4ClassRunner.java:51)
        at org.junit.internal.runners.JUnit4ClassRunner$1.run(JUnit4ClassRunner.java:44)
        at org.junit.internal.runners.ClassRoadie.runUnprotected(ClassRoadie.java:27)
        at org.junit.internal.runners.ClassRoadie.runProtected(ClassRoadie.java:37)
        at org.junit.internal.runners.JUnit4ClassRunner.run(JUnit4ClassRunner.java:42)
        at org.apache.maven.surefire.junit4.JUnit4TestSet.execute(JUnit4TestSet.java:62)
        at org.apache.maven.surefire.suite.AbstractDirectoryTestSuite.executeTestSet(AbstractDirectoryTestSuite.java:140)
        at org.apache.maven.surefire.suite.AbstractDirectoryTestSuite.execute(AbstractDirectoryTestSuite.java:127)
        at org.apache.maven.surefire.Surefire.run(Surefire.java:177)
        at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
        at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.java:39)
        at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:25)
        at java.lang.reflect.Method.invoke(Method.java:597)
        at org.apache.maven.surefire.booter.SurefireBooter.runSuitesInProcess(SurefireBooter.java:345)
        at org.apache.maven.surefire.booter.SurefireBooter.main(SurefireBooter.java:1009)

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duplicate of

0000171

closed

Srinivas Hasti

Finish AmericanOptionTest.testFdValues

Notes
(0000246) Srinivas Hasti (manager) 2009-03-15 01:56	Done

(0000382) Richard Gomes (manager) 2009-06-28 13:17	done

Issue History
Date Modified	Username	Field	Change
2009-02-06 03:47	Richard Gomes	New Issue
2009-02-06 03:47	Richard Gomes	Status	new => assigned
2009-02-06 03:47	Richard Gomes	Assigned To	=> Srinivas Hasti
2009-02-06 03:48	Richard Gomes	Issue Monitored: Gary Kennedy
2009-02-06 03:48	Richard Gomes	Issue Monitored: Dominik Holenstein
2009-02-11 05:43	Srinivas Hasti	Relationship added	duplicate of 0000171
2009-03-15 01:56	Srinivas Hasti	Note Added: 0000246
2009-03-15 01:56	Srinivas Hasti	Status	assigned => resolved
2009-03-15 01:56	Srinivas Hasti	Fixed in Version	=> 0.2.0
2009-03-15 01:56	Srinivas Hasti	Resolution	open => fixed
2009-06-28 13:17	Richard Gomes	Note Added: 0000382
2009-06-28 13:17	Richard Gomes	Status	resolved => closed
2009-06-28 13:17	Richard Gomes	Fixed in Version	0.2.0 => 0.1.2