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Reported in #63
====================================================================== FAIL: test_smith (quantlib.test.test_heston_model.HestonModelTestCase) ---------------------------------------------------------------------- Traceback (most recent call last): File "C:\dev\pyql\quantlib\test\test_heston_model.py", line 432, in test_smith delta=tolerance) AssertionError: 15.244970794333526 != 15.1796 within 0.05 delta ====================================================================== FAIL: test_simulate_heston_2 (quantlib.test.test_simulate.SimTestCase) ---------------------------------------------------------------------- Traceback (most recent call last): File "C:\dev\pyql\quantlib\test\test_simulate.py", line 120, in test_simulate_heston_2 self.assertAlmostEqual(res[1, -1], 152.50, delta=.1) AssertionError: 153.26720068021842 != 152.5 within 0.1 delta ---------------------------------------------------------------------- Ran 144 tests in 15.095s FAILED (failures=2, skipped=1)
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I am seeing this on x64 as well. This was opened in 2014 are there any plans to fix this?
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@david-wolf there are not short term plans but we would gladly accept patches!
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Reported in #63
The text was updated successfully, but these errors were encountered: