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#6249
wojciech.slusarski
Participant

I am not able to understand why it fails, below output of failed OREData tests with the log.
Any clue?
Regards,
Wojtek


$ ./test/ored-test-suite --log_level=message -- --ore_log_mask
Running 54 test cases...
Test case OREDataTestSuite/startTimer did not check any assertions
Testing FXSwap...
NOTICE   [2018-Jan-25 07:20:50.403123] (enginefactory.cpp:30)        : Building EngineFactory
NOTICE   [2018-Jan-25 07:20:50.403193] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngine
NOTICE   [2018-Jan-25 07:20:50.403225] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngineOptimised
NOTICE   [2018-Jan-25 07:20:50.403244] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingCrossCurrencySwapEngine
NOTICE   [2018-Jan-25 07:20:50.403258] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackBachelier and engine:BlackBachelierSwaptionEngine
NOTICE   [2018-Jan-25 07:20:50.403272] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LGM and engine:Grid
NOTICE   [2018-Jan-25 07:20:50.403284] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingFxForwardEngine
NOTICE   [2018-Jan-25 07:20:50.403296] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:GarmanKohlhagen and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.403311] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:IborCapModel and engine:IborCapEngine
NOTICE   [2018-Jan-25 07:20:50.403324] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackOrBachelier and engine:BlackIborCouponPricer
NOTICE   [2018-Jan-25 07:20:50.403337] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingEquityForwardEngine
NOTICE   [2018-Jan-25 07:20:50.403349] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackScholesMerton and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.403361] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingRiskyBondEngine
NOTICE   [2018-Jan-25 07:20:50.403376] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Analytic
NOTICE   [2018-Jan-25 07:20:50.403387] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Numerical
NOTICE   [2018-Jan-25 07:20:50.403399] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LinearTSR and engine:LinearTSRPricer
NOTICE   [2018-Jan-25 07:20:50.403411] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:MidPointCdsEngine
DEBUG    [2018-Jan-25 07:20:50.403648] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-10-27
DEBUG    [2018-Jan-25 07:20:50.403794] (fxforward.cpp:71)            : FxForward leg 0: October 27th, 2015 250000000.000000
DEBUG    [2018-Jan-25 07:20:50.403848] (fxforward.cpp:72)            : FxForward leg 1: October 27th, 2015 224557621.490000
DEBUG    [2018-Jan-25 07:20:50.403872] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-11-03
DEBUG    [2018-Jan-25 07:20:50.403893] (fxforward.cpp:71)            : FxForward leg 0: November 3rd, 2015 250018000.000000
DEBUG    [2018-Jan-25 07:20:50.403909] (fxforward.cpp:72)            : FxForward leg 1: November 3rd, 2015 224552207.770000
DEBUG    [2018-Jan-25 07:20:50.403935] (fxswap.cpp:41)               : FxSwap::build() called for trade 
DEBUG    [2018-Jan-25 07:20:50.403956] (fxswap.cpp:59)               : FxSwap::build(): Near NPV = -17461873.975663
DEBUG    [2018-Jan-25 07:20:50.404015] (fxswap.cpp:60)               : FxSwap::build(): Far NPV = -17474255.456445
DEBUG    [2018-Jan-25 07:20:50.404053] (fxswap.cpp:93)               : FxSwap leg 0: 2015-10-27 224557621.490000
DEBUG    [2018-Jan-25 07:20:50.404067] (fxswap.cpp:94)               : FxSwap leg 1: 2015-10-27 250000000.000000
DEBUG    [2018-Jan-25 07:20:50.404078] (fxswap.cpp:95)               : FxSwap leg 2: 2015-11-03 250018000.000000
DEBUG    [2018-Jan-25 07:20:50.404087] (fxswap.cpp:96)               : FxSwap leg 3: 2015-11-03 224552207.770000
NOTICE   [2018-Jan-25 07:20:50.404206] (enginefactory.cpp:30)        : Building EngineFactory
NOTICE   [2018-Jan-25 07:20:50.404223] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngine
NOTICE   [2018-Jan-25 07:20:50.404234] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngineOptimised
NOTICE   [2018-Jan-25 07:20:50.404244] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingCrossCurrencySwapEngine
NOTICE   [2018-Jan-25 07:20:50.404254] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackBachelier and engine:BlackBachelierSwaptionEngine
NOTICE   [2018-Jan-25 07:20:50.404263] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LGM and engine:Grid
NOTICE   [2018-Jan-25 07:20:50.404273] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingFxForwardEngine
NOTICE   [2018-Jan-25 07:20:50.404282] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:GarmanKohlhagen and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.404318] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:IborCapModel and engine:IborCapEngine
NOTICE   [2018-Jan-25 07:20:50.404330] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackOrBachelier and engine:BlackIborCouponPricer
NOTICE   [2018-Jan-25 07:20:50.404340] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingEquityForwardEngine
NOTICE   [2018-Jan-25 07:20:50.404350] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackScholesMerton and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.404360] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingRiskyBondEngine
NOTICE   [2018-Jan-25 07:20:50.404370] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Analytic
NOTICE   [2018-Jan-25 07:20:50.404379] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Numerical
NOTICE   [2018-Jan-25 07:20:50.404389] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LinearTSR and engine:LinearTSRPricer
NOTICE   [2018-Jan-25 07:20:50.404399] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:MidPointCdsEngine
DEBUG    [2018-Jan-25 07:20:50.404414] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-07-14
DEBUG    [2018-Jan-25 07:20:50.404462] (fxforward.cpp:71)            : FxForward leg 0: July 14th, 2015 103718911.060000
DEBUG    [2018-Jan-25 07:20:50.404486] (fxforward.cpp:72)            : FxForward leg 1: July 14th, 2015 97000000.000000
DEBUG    [2018-Jan-25 07:20:50.404506] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-11-16
DEBUG    [2018-Jan-25 07:20:50.404525] (fxforward.cpp:71)            : FxForward leg 0: November 16th, 2015 103923787.150000
DEBUG    [2018-Jan-25 07:20:50.404541] (fxforward.cpp:72)            : FxForward leg 1: November 16th, 2015 96737000.000000
DEBUG    [2018-Jan-25 07:20:50.404561] (fxswap.cpp:41)               : FxSwap::build() called for trade 
DEBUG    [2018-Jan-25 07:20:50.404574] (fxswap.cpp:59)               : FxSwap::build(): Near NPV = 15576191.157013
DEBUG    [2018-Jan-25 07:20:50.404594] (fxswap.cpp:60)               : FxSwap::build(): Far NPV = 16211476.327722
DEBUG    [2018-Jan-25 07:20:50.404613] (fxswap.cpp:93)               : FxSwap leg 0: 2015-07-14 97000000.000000
DEBUG    [2018-Jan-25 07:20:50.404624] (fxswap.cpp:94)               : FxSwap leg 1: 2015-07-14 103718911.060000
DEBUG    [2018-Jan-25 07:20:50.404633] (fxswap.cpp:95)               : FxSwap leg 2: 2015-11-16 103923787.150000
DEBUG    [2018-Jan-25 07:20:50.404643] (fxswap.cpp:96)               : FxSwap leg 3: 2015-11-16 96737000.000000
NOTICE   [2018-Jan-25 07:20:50.404717] (enginefactory.cpp:30)        : Building EngineFactory
NOTICE   [2018-Jan-25 07:20:50.404732] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngine
NOTICE   [2018-Jan-25 07:20:50.404743] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngineOptimised
NOTICE   [2018-Jan-25 07:20:50.404753] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingCrossCurrencySwapEngine
NOTICE   [2018-Jan-25 07:20:50.404763] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackBachelier and engine:BlackBachelierSwaptionEngine
NOTICE   [2018-Jan-25 07:20:50.404772] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LGM and engine:Grid
NOTICE   [2018-Jan-25 07:20:50.404782] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingFxForwardEngine
NOTICE   [2018-Jan-25 07:20:50.404792] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:GarmanKohlhagen and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.404942] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:IborCapModel and engine:IborCapEngine
NOTICE   [2018-Jan-25 07:20:50.404956] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackOrBachelier and engine:BlackIborCouponPricer
NOTICE   [2018-Jan-25 07:20:50.404966] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingEquityForwardEngine
NOTICE   [2018-Jan-25 07:20:50.404976] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackScholesMerton and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.404986] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingRiskyBondEngine
NOTICE   [2018-Jan-25 07:20:50.404996] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Analytic
NOTICE   [2018-Jan-25 07:20:50.405006] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Numerical
NOTICE   [2018-Jan-25 07:20:50.405017] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LinearTSR and engine:LinearTSRPricer
NOTICE   [2018-Jan-25 07:20:50.405029] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:MidPointCdsEngine
DEBUG    [2018-Jan-25 07:20:50.405044] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-08-04
DEBUG    [2018-Jan-25 07:20:50.405074] (fxforward.cpp:71)            : FxForward leg 0: August 4th, 2015 156000000.000000
DEBUG    [2018-Jan-25 07:20:50.405093] (fxforward.cpp:72)            : FxForward leg 1: August 4th, 2015 100227439.190000
DEBUG    [2018-Jan-25 07:20:50.405113] (fxforward.cpp:43)            : Build FxForward with maturity date 2015-11-30
DEBUG    [2018-Jan-25 07:20:50.405131] (fxforward.cpp:71)            : FxForward leg 0: November 30th, 2015 156148000.000000
DEBUG    [2018-Jan-25 07:20:50.405147] (fxforward.cpp:72)            : FxForward leg 1: November 30th, 2015 100400372.110000
DEBUG    [2018-Jan-25 07:20:50.405167] (fxswap.cpp:41)               : FxSwap::build() called for trade 
DEBUG    [2018-Jan-25 07:20:50.405179] (fxswap.cpp:59)               : FxSwap::build(): Near NPV = 81543606.089879
DEBUG    [2018-Jan-25 07:20:50.405197] (fxswap.cpp:60)               : FxSwap::build(): Far NPV = 81383333.795396
DEBUG    [2018-Jan-25 07:20:50.405215] (fxswap.cpp:93)               : FxSwap leg 0: 2015-08-04 100227439.190000
DEBUG    [2018-Jan-25 07:20:50.405227] (fxswap.cpp:94)               : FxSwap leg 1: 2015-08-04 156000000.000000
DEBUG    [2018-Jan-25 07:20:50.405236] (fxswap.cpp:95)               : FxSwap leg 2: 2015-11-30 156148000.000000
DEBUG    [2018-Jan-25 07:20:50.405245] (fxswap.cpp:96)               : FxSwap leg 3: 2015-11-30 100400372.110000
Test case OREDataTestSuite/FXSwapTest/FXSwapTest__testFXSwap did not check any assertions
Testing FXOption Price...
NOTICE   [2018-Jan-25 07:20:50.405407] (enginefactory.cpp:30)        : Building EngineFactory
NOTICE   [2018-Jan-25 07:20:50.405423] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngine
NOTICE   [2018-Jan-25 07:20:50.405434] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingSwapEngineOptimised
NOTICE   [2018-Jan-25 07:20:50.405464] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingCrossCurrencySwapEngine
NOTICE   [2018-Jan-25 07:20:50.405476] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackBachelier and engine:BlackBachelierSwaptionEngine
NOTICE   [2018-Jan-25 07:20:50.405486] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LGM and engine:Grid
NOTICE   [2018-Jan-25 07:20:50.405496] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingFxForwardEngine
NOTICE   [2018-Jan-25 07:20:50.405506] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:GarmanKohlhagen and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.405516] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:IborCapModel and engine:IborCapEngine
NOTICE   [2018-Jan-25 07:20:50.405526] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackOrBachelier and engine:BlackIborCouponPricer
NOTICE   [2018-Jan-25 07:20:50.405536] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingEquityForwardEngine
NOTICE   [2018-Jan-25 07:20:50.405545] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:BlackScholesMerton and engine:AnalyticEuropeanEngine
NOTICE   [2018-Jan-25 07:20:50.405555] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:DiscountingRiskyBondEngine
NOTICE   [2018-Jan-25 07:20:50.405565] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Analytic
NOTICE   [2018-Jan-25 07:20:50.405575] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:Hagan and engine:Numerical
NOTICE   [2018-Jan-25 07:20:50.405584] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:LinearTSR and engine:LinearTSRPricer
NOTICE   [2018-Jan-25 07:20:50.405594] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:DiscountedCashflows and engine:MidPointCdsEngine
NOTICE   [2018-Jan-25 07:20:50.405605] (enginefactory.cpp:38)        : EngineFactory regisering builder for model:GarmanKohlhagen and engine:AnalyticEuropeanEngine
unknown location(0): fatal error: in "OREDataTestSuite/FXOptionTest/FXOptionTest__testFXOptionPrice": memory access violation at address: 0x00000000: no mapping at fault address
Test is aborted
Test is aborted
Test is aborted
Test is aborted

*** 1 failure is detected in the test module "Master Test Suite"