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I've just built pyql with boost 1.61 and QL master on Win64 and am seeing the below errors:
======================================================================FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase)----------------------------------------------------------------------Traceback (most recent call last): File "C:\dev\code\pyql\quantlib\test\test_heston_model.py", line 421, in test_smith self.assertAlmostEqual(price_mc, expected, delta=tolerance)AssertionError: 15.24497079433352 != 15.1796 within 0.05 delta======================================================================FAIL: test_bond_schedule_anotherday_bug_cython_implementation (quantlib.test.test_settings.SettingsTestCase)----------------------------------------------------------------------Traceback (most recent call last): File "C:\dev\code\pyql\quantlib\test\test_settings.py", line 142, in test_bond_schedule_anotherday_bug_cython_implementation self.assertEqual(date1, date2)AssertionError: 15/09/2016 != 2/09/2011======================================================================FAIL: test_simulate_heston_2 (quantlib.test.test_simulate.SimTestCase)----------------------------------------------------------------------Traceback (most recent call last): File "C:\dev\code\pyql\quantlib\test\test_simulate.py", line 118, in test_simulate_heston_2 self.assertAlmostEqual(res[1, -1], 152.50, delta=.1)AssertionError: 153.26720068021842 != 152.5 within 0.1 delta----------------------------------------------------------------------Ran 183 tests in 96.865sFAILED (failures=3, skipped=2)Are these something to be worried about?
I see that 2 of them have already been reported in#64.
Istest_bond_schedule_anotherday_bug_cython_implementation a knownfail - the name is certainly suggestive but there are no other comments which would allow me to deduce what the problem is. It looks like it has been around for a while though33d9329
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