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1.5.0-DEV-f014071421.log
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Julia Version 1.5.0-DEV.232
Commit f014071421 (2020-02-03 21:36 UTC)
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: Intel(R) Xeon(R) Silver 4114 CPU @ 2.20GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-9.0.1 (ORCJIT, skylake)
Environment:
JULIA_DEPOT_PATH = ::/usr/local/share/julia
JULIA_NUM_THREADS = 2
Resolving package versions...
Installed Requires ───────── v1.0.1
Installed OpenSpecFun_jll ── v0.5.3+1
Installed FinancialToolbox ─ v0.2.3
Installed SpecialFunctions ─ v0.10.0
#=#=# ##O#- # ##O=# # ######################################################################## 100.0%
Updating `~/.julia/environments/v1.5/Project.toml`
[2edd74a5] + FinancialToolbox v0.2.3
Updating `~/.julia/environments/v1.5/Manifest.toml`
[2edd74a5] + FinancialToolbox v0.2.3
[efe28fd5] + OpenSpecFun_jll v0.5.3+1
[ae029012] + Requires v1.0.1
[276daf66] + SpecialFunctions v0.10.0
[2a0f44e3] + Base64
[ade2ca70] + Dates
[b77e0a4c] + InteractiveUtils
[76f85450] + LibGit2
[8f399da3] + Libdl
[56ddb016] + Logging
[d6f4376e] + Markdown
[44cfe95a] + Pkg
[de0858da] + Printf
[3fa0cd96] + REPL
[9a3f8284] + Random
[ea8e919c] + SHA
[9e88b42a] + Serialization
[6462fe0b] + Sockets
[cf7118a7] + UUIDs
[4ec0a83e] + Unicode
Testing FinancialToolbox
Status `/tmp/jl_8Obn2v/Manifest.toml`
[49dc2e85] Calculus v0.5.1
[bbf7d656] CommonSubexpressions v0.2.0
[34da2185] Compat v2.2.0
[163ba53b] DiffResults v1.0.2
[b552c78f] DiffRules v0.0.10
[fa6b7ba4] DualNumbers v0.6.2
[2edd74a5] FinancialToolbox v0.2.3
[f6369f11] ForwardDiff v0.10.9
[50ceba7f] HyperDualNumbers v4.0.0
[77ba4419] NaNMath v0.3.3
[efe28fd5] OpenSpecFun_jll v0.5.3+1
[ae029012] Requires v1.0.1
[276daf66] SpecialFunctions v0.10.0
[90137ffa] StaticArrays v0.12.1
[2a0f44e3] Base64
[ade2ca70] Dates
[8bb1440f] DelimitedFiles
[8ba89e20] Distributed
[b77e0a4c] InteractiveUtils
[76f85450] LibGit2
[8f399da3] Libdl
[37e2e46d] LinearAlgebra
[56ddb016] Logging
[d6f4376e] Markdown
[a63ad114] Mmap
[44cfe95a] Pkg
[de0858da] Printf
[3fa0cd96] REPL
[9a3f8284] Random
[ea8e919c] SHA
[9e88b42a] Serialization
[1a1011a3] SharedArrays
[6462fe0b] Sockets
[2f01184e] SparseArrays
[10745b16] Statistics
[8dfed614] Test
[cf7118a7] UUIDs
[4ec0a83e] Unicode
Running tests:
------------------------------------------------------------
* testRealNumbers.jl *
Starting Standard Test
--- European Call: Price and Sensitivities
-----Testing Price
-----Testing Black Price
-----Testing Delta
-----Testing Theta
-----Testing Rho
-----Testing Lambda
-----Testing Implied Volatility
-----Testing Implied Volatility Black
-----Testing Implied Volatility Low X tol, High Y tol
-----Testing Implied Volatility Low Y tol, High X tol
--- European Put: Price and Sensitivities
-----Testing Price
-----Testing Price Black
-----Testing Delta
-----Testing Theta
-----Testing Rho
-----Testing Lambda
-----Testing Implied Volatility
-----Testing Implied Volatility Black
-----Testing Gamma
-----Testing Vega
Standard Test Passed
Starting Input Validation Test Real
----Testing Negative Spot Price
----Testing Negative Strike Price
----Testing Negative Time to Maturity
----Testing Negative Volatility
----Testing Negative Option Price
----Testing Negative Tollerance
Real Input Validation Test Passed
------------------------------------------------------------
------------------------------------------------------------
* testComplexNumbers.jl *
Starting Complex Number Test
--- European Call Sensitivities: Complex Step Approximation
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
--- European Put Sensitivities: Complex Step Approximation
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vega
Complex Number Test Passed
Starting Input Validation Test Complex
----Testing Negative Spot Price
----Testing Negative Strike Price
----Testing Negative Time to Maturity
----Testing Negative Volatility
Complex Input Validation Test Passed
------------------------------------------------------------
------------------------------------------------------------
* testForwardDiff.jl *
Starting Forward Diff Dual Numbers Test
--- European Call Sensitivities: DualNumbers
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
--- European Put Sensitivities: DualNumbers
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
-----Testing Vega
Dual Numbers Test Passed
Starting Input Validation Test Dual
----Testing Negative Spot Price
----Testing Negative Strike Price
----Testing Negative Time to Maturity
----Testing Negative Volatility
Dual Input Validation Test Passed
------------------------------------------------------------
------------------------------------------------------------
* testDual_.jl *
Starting DualNumbers Test
--- European Call Sensitivities: DualNumbers
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
--- European Put Sensitivities: DualNumbers
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
-----Testing Vega
Dual Numbers Test Passed
Starting Input Validation Test Dual
----Testing Negative Spot Price
----Testing Negative Strike Price
----Testing Negative Time to Maturity
----Testing Negative Volatility
Dual Input Validation Test Passed
------------------------------------------------------------
------------------------------------------------------------
* testHyperDualNumbers.jl *
Starting Hyper Dual Numbers Test
--- European Call Sensitivities: HyperDualNumbers
-----Testing Delta
-----Testing Gamma
-----Testing Gamma 2
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
-----Testing Vanna 2
--- European Put Sensitivities: HyperDualNumbers
-----Testing Delta
-----Testing Rho
-----Testing Theta
-----Testing Lambda
-----Testing Vanna
-----Testing Vanna 2
-----Testing Vega
Hyper Dual Numbers Test Passed
Starting Input Validation Test Hyper Dual Numbers
----Testing Negative Spot Price
----Testing Negative Strike Price
----Testing Negative Time to Maturity
----Testing Negative Volatility
Hyper Dual Input Validation Test Passed
------------------------------------------------------------
------------------------------------------------------------
* testDates.jl *
Test Dates Passed
------------------------------------------------------------
Testing FinancialToolbox tests passed