Source: quantlib Version: 1.2.1-1 Severity: serious Tags: jessie sid User: [email protected] Usertags: qa-ftbfs-20130620 qa-ftbfs Justification: FTBFS on amd64
Hi, During a rebuild of all packages in sid, your package failed to build on amd64. Relevant part: > make[3]: Entering directory `/«PKGBUILDDIR»/test-suite' > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > ERROR: ld.so: object 'libfakeroot-sysv.so' from LD_PRELOAD cannot be > preloaded: ignored. > =================================== > Testing QuantLib 1.2.1 > QL_NEGATIVE_RATES defined > QL_EXTRA_SAFETY_CHECKS undefined > QL_DISABLE_DEPRECATED undefined > QL_USE_INDEXED_COUPON undefined > =================================== > Running 497 test cases... > Testing Barone-Adesi and Whaley approximation for American options... > Testing Bjerksund and Stensland approximation for American options... > Testing Ju approximation for American options... > Testing finite-difference engine for American options... > Testing finite-differences American option greeks... > Testing finite-differences shout option greeks... > Testing array construction... > Testing analytic continuous geometric average-price Asians... > Testing analytic continuous geometric average-price Asian greeks... > Testing analytic discrete geometric average-price Asians... > Testing analytic discrete geometric average-strike Asians... > Testing Monte Carlo discrete geometric average-price Asians... > Testing Monte Carlo discrete arithmetic average-price Asians... > Testing Monte Carlo discrete arithmetic average-strike Asians... > Testing discrete-averaging geometric Asian greeks... > Testing use of past fixings in Asian options... > Testing Levy engine for Asians options... > Testing consistency between fair price and fair spread... > Testing implied bond value against asset-swap fair price with null spread... > Testing relationship between market asset swap and par asset swap... > Testing clean and dirty price with null Z-spread against theoretical prices... > Testing implied generic-bond value against asset-swap fair price with null > spread... > Testing market asset swap against par asset swap with generic bond... > Testing clean and dirty price with null Z-spread against theoretical prices... > Testing clean and dirty prices for specialized bond against equivalent > generic bond... > Testing asset-swap prices and spreads for specialized bond against equivalent > generic bond... > Testing convolutions... > Testing auto-covariances... > Testing auto-correlations... > Testing barrier options against Haug's values... > Testing barrier options against Babsiri's values... > Testing barrier options against Beaglehole's values... > Testing perturbative engine for barrier options... > Testing local volatility and Heston FD engines for barrier options... > Testing two-asset European basket options... > Testing three-asset basket options against Barraquand's values... > Testing three-asset American basket options against Tavella's values... > Testing basket American options against 1-D case... > Testing antithetic engine using odd sample number... > Testing analytic Bates engine against Black formula... > Testing analytic Bates engine against Merton-76 engine... > Testing analytic Bates engine against Monte-Carlo engine... > Testing Bates model calibration using DAX volatility data... > Testing Bermudan swaption against cached values... > Testing delta calculator values... > Testing premium-adjusted delta price consistency... > Testing put-call parity for deltas... > Testing delta-neutral ATM quotations... > Testing consistency of bond price/yield calculation... > Testing consistency of bond price/atmRate calculation... > Testing consistency of bond price/z-spread calculation... > Testing theoretical bond price/yield calculation... > Testing bond price/yield calculation against cached values... > Testing zero-coupon bond prices against cached values... > Testing fixed-coupon bond prices against cached values... > Testing floating-rate bond prices against cached values... > Testing Brazilian public bond prices against Andima cached values... > Testing Brownian-bridge variates... > Testing Brownian-bridge path generation... > Testing Brazil holiday list... > Testing Milan Stock Exchange holiday list... > Testing UK settlement holiday list... > Testing London Stock Exchange holiday list... > Testing London Metals Exchange holiday list... > Testing Frankfurt Stock Exchange holiday list... > Testing Xetra holiday list... > Testing Eurex holiday list... > Testing TARGET holiday list... > Testing US settlement holiday list... > Testing US government bond market holiday list... > Testing New York Stock Exchange holiday list... > Testing South-Korean settlement holiday list... > Testing Korea Stock Exchange holiday list... > Testing calendar modification... > Testing joint calendars... > Testing bespoke calendars... > Testing end-of-month calculation... > Testing calculation of business days between dates... > Testing cap/floor dependency on strike... > Testing consistency between cap, floor and collar... > Testing cap/floor parity... > Testing cap/floor vega... > Testing cap/floor ATM rate... > Testing implied term volatility for cap and floor... > Testing Black cap/floor price against cached values... > Testing degenerate collared coupon... > Testing collared coupon against its decomposition... > Testing cash-flow settings... > Testing dynamic cast of coupon in Black pricer... > Testing CDS-option value against cached values... > Testing CDO premiums against Hull-White values... > Testing analytic simple chooser option... > Testing Cliquet option values... > Testing Cliquet option greeks... > Testing performance option greeks... > Testing Monte Carlo performance engine against analytic results... > Testing Hagan-pricer flat-vol equivalence for coupons... > Testing Hagan-pricer flat-vol equivalence for swaps... > Testing put-call parity for capped-floored CMS coupons... > Testing direct commodity unit of measure conversions... > Testing compound-option values and greeks... > Testing compound-option put-call parity... > Testing out-of-the-money convertible bonds against vanilla bonds... > Testing zero-coupon convertible bonds against vanilla option... > Testing fixed-coupon convertible bond in known regression case... > Testing covariance and correlation calculations... > Testing positive semi-definiteness salvaging algorithms... > Testing matrix rank reduction salvaging algorithms... > Testing credit-default swap against cached values... > Testing credit-default swap against cached market values... > Testing implied hazard-rate for credit-default swaps... > Testing fair-spread calculation for credit-default swaps... > Testing fair-upfront calculation for credit-default swaps... > Testing constant-maturity-swap-market-model curve state... > Testing dates... > Testing ECB dates... > Testing IMM dates... > Testing ISO dates... > Testing actual/actual day counters... > Testing simple day counter... > Testing 1/1 day counter... > Testing business/252 day counter... > Testing default-probability structure... > Testing flat hazard rate... > Testing piecewise-flat hazard-rate consistency... > Testing piecewise-flat default-density consistency... > Testing piecewise-linear default-density consistency... > Testing log-linear survival-probability consistency... > Testing single-instrument curve bootstrap... > Testing bootstrap on upfront quotes... > Testing European asset-or-nothing digital coupon... > Testing European deep in-the-money asset-or-nothing digital coupon... > Testing European deep out-the-money asset-or-nothing digital coupon... > Testing European cash-or-nothing digital coupon... > Testing European deep in-the-money cash-or-nothing digital coupon... > Testing European deep out-the-money cash-or-nothing digital coupon... > Testing call/put parity for European digital coupon... > Testing replication type for European digital coupon... > Testing European cash-or-nothing digital option... > Testing European asset-or-nothing digital option... > Testing European gap digital option... > Testing American cash-(at-hit)-or-nothing digital option... > Testing American cash-(at-hit)-or-nothing digital option greeks... > Testing American asset-(at-hit)-or-nothing digital option... > Testing American cash-(at-expiry)-or-nothing digital option... > Testing American asset-(at-expiry)-or-nothing digital option... > Testing Monte Carlo cash-(at-hit)-or-nothing American engine... > Testing normal distributions... > Testing bivariate cumulative normal distribution... > Testing Poisson distribution... > Testing cumulative Poisson distribution... > Testing inverse cumulative Poisson distribution... > Testing dividend European option values with no dividends... > Testing dividend European option with a dividend on today's date... > Testing dividend European option greeks... > Testing finite-difference dividend European option values... > Testing finite-differences dividend European option greeks... > Testing finite-differences dividend American option greeks... > Testing degenerate finite-differences dividend European option... > Testing degenerate finite-differences dividend American option... > Testing European option values... > Testing European option greek values... > Testing analytic European option greeks... > Testing European option implied volatility... > Testing self-containment of implied volatility calculation... > Testing JR binomial European engines against analytic results... > Testing CRR binomial European engines against analytic results... > Testing EQP binomial European engines against analytic results... > Testing TGEO binomial European engines against analytic results... > Testing TIAN binomial European engines against analytic results... > Testing LR binomial European engines against analytic results... > Testing Joshi binomial European engines against analytic results... > Testing finite-difference European engines against analytic results... > Testing integral engines against analytic results... > Testing Monte Carlo European engines against analytic results... > Testing Quasi Monte Carlo European engines against analytic results... > Testing FFT European engines against analytic results... > Testing European price curves... > Testing finite-differences with local volatility... > Testing Everest option against cached values... > Testing direct exchange rates... > Testing derived exchange rates... > Testing lookup of direct exchange rates... > Testing lookup of triangulated exchange rates... > Testing lookup of derived exchange rates... > Testing time-dependent JR binomial European engines against analytic > results... > Testing time-dependent CRR binomial European engines against analytic > results... > Testing time-dependent EQP binomial European engines against analytic > results... > Testing time-dependent TGEO binomial European engines against analytic > results... > Testing time-dependent TIAN binomial European engines against analytic > results... > Testing time-dependent LR binomial European engines against analytic > results... > Testing time-dependent Joshi binomial European engines against analytic > results... > Testing factorial numbers... > Testing Gamma function... > Testing complex direct FFT... > Testing convolution via inverse FFT... > Testing FDM with barrier option for Heston model vs Black-Scholes model... > Testing FDM with barrier option in Heston model... > Testing FDM with American option in Heston model... > Testing FDM Heston for Ikonen and Toivanen tests... > Testing FDM Heston with Black Scholes model... > Testing FDM with European option with dividends in Heston model... > Testing FDM Heston convergence... > Testing indexing of a linear operator... > Testing uniform grid mesher... > Testing application of first-derivatives map... > Testing application of second-derivatives map... > Testing application of second-order mixed-derivatives map... > Testing triple-band map solution... > Testing FDM with Barrier option in Heston model... > Testing FDM with American option in Heston model... > Testing FDM with express certificate in Heston model... > Testing FDM with Heston Hull-White model... > Testing BiCGstab with Heston operator... > Testing Crank-Nicolson with initial implicit damping steps for a digital > option... > Testing forward option values... > Testing forward option greeks... > Testing forward performance option values... > Testing forward performance option greeks... > Testing Gauss-Jacobi integration... > Testing Gauss-Laguerre integration... > Testing Gauss-Hermite integration... > Testing Gauss hyperbolic integration... > Testing tabulated Gauss-Laguerre integration... > Testing Monte Carlo GJR-GARCH engine against analytic GJR-GARCH engine... > Testing GJR-GARCH model calibration using DAX volatility data... > Testing Heston model calibration using a flat volatility surface... > Testing Heston model calibration using DAX volatility data... > Testing analytic Heston engine against Black formula... > Testing analytic Heston engine against cached values... > Testing MC and FD Heston engines for the Kahl-Jaeckel example... > Testing different numerical Heston integration algorithms... > Testing FD barrier Heston engine against cached values... > Testing FD vanilla Heston engine against cached values... > Testing FD vanilla Heston engine for discrete dividends... > Testing FD vanilla Heston engine for american exercise... > Testing multiple-strikes FD Heston engine... > Testing Monte Carlo Heston engine against cached values... > Testing analytic piecewise time dependent Heston prices... > Testing Time dependent Heston model calibration ... > Testing Himalaya option against cached values... > Testing European option pricing for a BSM process with one-factor Hull-White > model... > Comparing European option pricing for a BSM process with one-factor > Hull-White model... > Testing Monte-Carlo zero bond pricing... > Testing Monte-Carlo vanilla option pricing... > Testing Monte-Carlo Heston option pricing... > Testing analytic Heston Hull-White option pricing... > Testing the pricing of a callable equity product... > Testing the discretization error of the Heston Hull-White process... > Testing the FDM Heston Hull-White engine... > Testing the Heston Hull-White calibration... > Testing convergence speed of Heston-Hull-White engine... > Testing spatial convergence speed of Heston engine... > Testing inflation period... > Testing zero inflation indices... > Testing zero inflation term structure... > Testing year-on-year inflation indices... > Testing year-on-year inflation term structure... > Testing consistency between yoy inflation cap, floor and collar... > Testing yoy inflation cap/floor parity... > Testing Black yoy inflation cap/floor price against cached values... > Testing collared coupon against its decomposition... > Testing inflation capped/floored coupon against inflation capfloor > instrument... > Testing conversion from YoY cap-floor surface to YoY inflation term > structure... > Testing conversion from YoY price surface to YoY volatility surface... > Testing observability of instruments... > Testing segment integration... > Testing trapezoid integration... > Testing mid-point trapezoid integration... > Testing Simpson integration... > Testing adaptive Gauss-Kronrod integration... > Testing non-adaptive Gauss-Kronrod integration... > Testing adaptive Gauss-Lobatto integration... > Testing interest-rate conversions... > Testing spline interpolation on generic values... > Testing symmetry of spline interpolation end-conditions... > Testing derivative end-conditions for spline interpolation... > Testing non-restrictive Hyman filter... > Testing spline interpolation on RPN15A data set... > Testing spline interpolation on a Gaussian data set... > Testing spline approximation on Gaussian data sets... > Testing N-dimensional cubic spline... > Testing use of interpolations as functors... > Testing backward-flat interpolation... > Testing forward-flat interpolation... > Testing Sabr interpolation... > Testing kernel 1D interpolation... > Testing kernel 2D interpolation... > Testing bicubic spline derivatives... > Testing that bicubic splines actually update... > Testing Merton 76 jump-diffusion model for European options... > Testing jump-diffusion option greeks... > Testing linear least-squares regression... > Testing linear least-squares regression... > Testing 1D simple linear least-squares regression... > Testing analytic continuous floating-strike lookback options... > Testing analytic continuous fixed-strike lookback options... > Testing randomized lattice sequences (A) up to dimension 30... > Testing randomized lattice sequences (B) up to dimension 30... > Testing randomized lattice sequences (C) up to dimension 30... > Testing randomized lattice sequences (D) up to dimension 30... > Testing random-seed generator... > Testing 21200 primitive polynomials modulo two... > Testing Sobol sequences up to dimension 21200... > Testing Halton sequences... > Testing Faure sequences... > Testing Mersenne-twister discrepancy... > Testing plain Halton discrepancy... > Testing random-start Halton discrepancy... > Testing random-shift Halton discrepancy... > Testing random-start, random-shift Halton discrepancy... > Testing unit Sobol discrepancy... > Testing Jaeckel-Sobol discrepancy... > Testing Levitan-Sobol discrepancy... > Testing Levitan-Lemieux-Sobol discrepancy... > Testing Sobol sequence skipping... > Testing randomized low-discrepancy sequences up to dimension 21200... > Testing European one-asset-for-another option... > Testing American one-asset-for-another option... > Testing analytic European exchange option greeks... > Testing exact repricing of inverse floater in forward rate market model... > Pricing callable swap with Longstaff-Schwartz exercise strategy in a LIBOR > market model... > Testing pathwise vegas in a lognormal forward rate market model... > Testing pathwise market vegas in a lognormal forward rate market model... > Testing exact repricing of forwards and optionlets in a stochastic vol > displaced diffusion forward rate market model... > Testing caplet deltas in a lognormal forward rate market model using pathwise > method... > Testing exact repricing of all multi-step products in a lognormal forward > rate market model... > Testing exact repricing of one-step forwards and optionlets in a lognormal > forward rate market model... > Testing exact repricing of one-step forwards and optionlets in a normal > forward rate market model... > Pricing callable swap with naif exercise strategy in a LIBOR market model... > Pricing callable swap with Anderson exercise strategy in a LIBOR market > model... > Testing caplet greeks in a lognormal forward rate market model using partial > proxy simulation... > Testing Abcd-volatility integration... > Testing different implementations of Abcd-volatility... > Testing Abcd-volatility fit... > Testing period-adaptation routines in LIBOR market model... > Testing drift calculation... > Testing exact repricing of multi-step constant maturity swaps and swaptions > in a lognormal constant maturity swap market model... > Testing exact repricing of multi-step coterminal swaps and swaptions in a > lognormal coterminal swap rate market model... > Testing alpha caplet calibration in a lognormal coterminal swap market > model... > Testing GHLS caplet calibration in a lognormal coterminal swap market model... > Testing max homogeneity caplet calibration in a lognormal coterminal swap > market model... > Testing max homogeneity periodic caplet calibration in a lognormal coterminal > swap market model... > Testing sphere-cylinder optimization... > Testing orthogonal projections... > Testing eigenvalues and eigenvectors calculation... > Testing matricial square root... > Testing singular value decomposition... > Testing Higham matricial square root... > Testing QR decomposition... > Testing QR solve... > Testing LU inverse calculation... > Testing LU determinant calculation... > Testing Monte-Carlo pricing of American options... > Testing Monte-Carlo pricing of American max options... > Testing Mersenne twister... > Testing money arithmetic without conversions... > Testing money arithmetic with conversion to base currency... > Testing money arithmetic with automated conversion... > Testing nth-to-default against Hull-White values with Gaussian copula... > Testing nth-to-default against Hull-White values with Gaussian and Student > copula... > Testing TridiagonalOperator... > Testing differential operators... > Testing consistency of BSM operators... > Testing optimizers... > Testing nested optimizations... > Testing forward/forward vol stripping from flat term vol surface using > optionletstripper1... > Testing forward/forward vol stripping from non-flat term vol surface using > optionletstripper1... > Testing forward/forward vol stripping from flat term vol surface using > optionletstripper2... > Testing forward/forward vol stripping from non-flat term vol surface using > optionletstripper2... > Testing Eonia-swap calculation of fair fixed rate... > Testing Eonia-swap calculation of fair floating spread... > Testing Eonia-swap calculation against cached value... > Testing Eonia-swap curve building... > Testing pagoda option against cached values... > Testing 1-D path generation against cached values... > Testing n-D path generation against cached values... > Testing period algebra on years/months... > Testing period algebra on weeks/days... > Testing consistency of piecewise-log-linear discount curve... > Testing consistency of piecewise-linear discount curve... > Testing consistency of piecewise-linear zero-yield curve... > Testing consistency of piecewise-cubic zero-yield curve... > Testing consistency of piecewise-linear forward-rate curve... > Testing consistency of piecewise-flat forward-rate curve... > Testing consistency of convex monotone forward-rate curve... > Testing consistency of local-bootstrap algorithm... > Testing observability of piecewise yield curve... > Testing use of today's LIBOR fixings in swap curve... > Testing bootstrap over JPY LIBOR swaps... > Testing copying of discount curve... > Testing copying of forward-rate curve... > Testing copying of zero-rate curve... > Testing quanto option values... > Testing quanto option greeks... > Testing quanto-forward option values... > Testing quanto-forward option greeks... > Testing quanto-forward-performance option values... > Testing quanto-barrier option values... > Testing observability of quotes... > Testing observability of quote handles... > Testing derived quotes... > Testing composite quotes... > Testing forward-value and implied-standard-deviation quotes... > Testing risk measures... > Testing Gaussian pseudo-random number generation... > Testing Poisson pseudo-random number generation... > Testing custom Poisson pseudo-random number generation... > Testing closest decimal rounding... > Testing upward decimal rounding... > Testing downward decimal rounding... > Testing floor decimal rounding... > Testing ceiling decimal rounding... > Testing sampled curve construction... > Testing schedule with daily frequency... > Testing end date for schedule with end-of-month adjustment... > Testing that no dates are past the end date with EOM adjustment... > Testing Hull-White calibration against cached values... > Testing Hull-White swap pricing against known values... > Testing Hull-White futures convexity bias... > Testing Brent solver... > Testing bisection solver... > Testing false-position solver... > Testing Newton solver... > Testing Newton-safe solver... > Testing Ridder solver... > Testing secant solver... > Testing Kirk approximation for spread options... > Testing extended Ornstein-Uhlenbeck process... > Testing Black-Scholes Vanilla Swing option pricing ... > Testing finite difference mesher for the Kluge model ... > Testing finite difference pricer for the Kluge model ... > Testing Simple Swing option pricing for Kluge model... > Testing statistics... > Testing sequence statistics... > Testing convergence statistics... > Testing surface... > Testing vanilla-swap calculation of fair fixed rate... > Testing vanilla-swap calculation of fair floating spread... > Testing vanilla-swap dependency on fixed rate... > Testing vanilla-swap dependency on floating spread... > Testing in-arrears swap calculation... > Testing vanilla-swap calculation against cached value... > Testing implied swaption vol in LMM using HW approximation... > Testing forward-rate coinitial-swap Jacobian... > Testing forward-rate constant-maturity swap Jacobian... > Testing forward-rate coterminal-swap mappings... > Testing cash settled swaptions modified annuity... > Testing swaption dependency on strike... > Testing swaption dependency on spread... > Testing swaption treatment of spread... > Testing swaption value against cached value... > Testing implied volatility for swaptions... > Testing swaption vega... > Testing swaption volatility cube (atm vols)... > Testing swaption volatility cube (smile)... > Testing swaption volatility cube (sabr interpolation)... > Testing spreaded swaption volatility cube... > Testing volatility cube observability... > Testing swaption volatility matrix... > Testing swaption volatility matrix observability... > Testing term structure against evaluation date change... > Testing consistency of implied term structure... > Testing observability of implied term structure... > Testing consistency of forward-spreaded term structure... > Testing observability of forward-spreaded term structure... > Testing consistency of zero-spreaded term structure... > Testing observability of zero-spreaded term structure... > Testing time series construction... > Testing time series interval price... > Testing time series iterators... > Testing TQR eigenvalue decomposition... > Testing TQR zero-off-diagonal eigenvalues... > Testing TQR eigenvector decomposition... > Testing tracing... > Testing transformed grid construction... > Testing Variance Gamma model for European options... > Testing variance option with integral Heston engine... > make[3]: *** wait: No child processes. Stop. > make[3]: *** Waiting for unfinished jobs.... > make[3]: *** wait: No child processes. Stop. > make[2]: *** wait: No child processes. Stop. > make[2]: *** Waiting for unfinished jobs.... > make[2]: *** wait: No child processes. Stop. > make[1]: *** wait: No child processes. Stop. > make[1]: *** Waiting for unfinished jobs.... > make[1]: *** wait: No child processes. Stop. > make: *** wait: No child processes. Stop. > make: *** Waiting for unfinished jobs.... > make: *** wait: No child processes. Stop. > Build killed with signal TERM after 60 minutes of inactivity > ──────────────────────────────────────────────────────────────────────────────── > Build finished at 20130621-0445 The full build log is available from: http://aws-logs.debian.net/ftbfs-logs/2013/06/20/quantlib_1.2.1-1_unstable.log A list of current common problems and possible solutions is available at http://wiki.debian.org/qa.debian.org/FTBFS . You're welcome to contribute! About the archive rebuild: The rebuild was done on EC2 VM instances from Amazon Web Services, using a clean, minimal and up-to-date chroot. Every failed build was retried once to eliminate random failures. -- To UNSUBSCRIBE, email to [email protected] with a subject of "unsubscribe". Trouble? Contact [email protected]
