CRAN Package Check Results for Package RQuantLib

Last updated on 2021-08-04 05:52:51 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 0.4.12 758.55 64.91 823.46 OK
r-devel-linux-x86_64-debian-gcc 0.4.12 737.49 50.22 787.71 OK
r-devel-windows-x86_64 0.4.12 1011.00 115.00 1126.00 NOTE
r-devel-windows-x86_64-gcc10-UCRT 0.4.12 OK
r-patched-linux-x86_64 0.4.12 862.16 61.03 923.19 OK
r-release-linux-x86_64 0.4.12 860.33 63.57 923.90 OK
r-release-macos-arm64 0.4.12 ERROR
r-release-macos-x86_64 0.4.12 ERROR
r-release-windows-ix86+x86_64 0.4.12 2306.00 193.00 2499.00 NOTE
r-oldrel-macos-x86_64 0.4.12 ERROR
r-oldrel-windows-ix86+x86_64 0.4.12 1765.00 205.00 1970.00 NOTE

Check Details

Version: 0.4.12
Check: installed package size
Result: NOTE
     installed size is 13.7Mb
     sub-directories of 1Mb or more:
     libs 13.1Mb
Flavors: r-devel-windows-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-ix86+x86_64, r-oldrel-macos-x86_64, r-oldrel-windows-ix86+x86_64

Version: 0.4.12
Check: whether package can be installed
Result: WARN
    Found the following significant warnings:
     /opt/R/arm64/include/ql/experimental/variancegamma/fftengine.hpp:59:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/experimental/variancegamma/fftvanillaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/experimental/variancegamma/fftvariancegammaengine.hpp:45:22: warning: 'auto_ptr<QuantLib::FFTEngine>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/multiproduct.hpp:74:22: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/curvestate.hpp:84:22: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/pathwisemultiproduct.hpp:81:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/exercisevalue.hpp:51:22: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/methods/montecarlo/exercisestrategy.hpp:42:22: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/lsstrategy.hpp:50:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp:39:22: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/nothingexercisevalue.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelExerciseValue>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp:46:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/swapbasissystem.hpp:44:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelBasisSystem>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/swapratetrigger.hpp:42:14: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/callability/triggeredswapexercise.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelParametricExercise>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multiproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp:61:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp:78:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp:83:14: warning: 'auto_ptr<QuantLib::CurveState>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/singleproductcomposite.hpp:46:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::ExerciseStrategy<QuantLib::CurveState> >' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/cashrebate.hpp:58:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp:48:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp:49:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepforwards.hpp:47:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepnothing.hpp:45:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp:54:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepratchet.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswap.hpp:50:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multistepswaption.hpp:55:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/multistep/multisteptarn.hpp:51:14: warning: 'auto_ptr<QuantLib::MarketModelMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp:64:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:80:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:136:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp:195:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp:68:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp:82:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:77:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:73:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp:124:22: warning: 'auto_ptr<QuantLib::MarketModelPathwiseMultiProduct>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/utilities/clone.hpp:49:20: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp:201:22: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:60:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:89:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:120:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:165:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:203:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/ql/termstructures/yield/nonlinearfittingmethods.hpp:223:14: warning: 'auto_ptr<QuantLib::FittedBondDiscountCurve::FittingMethod>' is deprecated [-Wdeprecated-declarations]
     /opt/R/arm64/include/boost/random/linear_congruential.hpp:140:20: warning: overlapping comparisons always evaluate to false [-Wtautological-overlap-compare]
Flavor: r-release-macos-arm64

Version: 0.4.12
Check: examples
Result: ERROR
    Running examples in ‘RQuantLib-Ex.R’ failed
    The error most likely occurred in:
    
    > ### Name: AffineSwaption
    > ### Title: Affine swaption valuation using several short-rate models
    > ### Aliases: AffineSwaption AffineSwaption.default
    > ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
    > ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
    > ### Keywords: models
    >
    > ### ** Examples
    >
    > if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
    +
    + # This data was generated to match the original quantlib example for Bermudan Swaption
    + params <- list(tradeDate=as.Date('2016-2-15'),
    + settleDate=as.Date('2016-2-17'),
    + startDate=as.Date('2017-2-17'),
    + maturity=as.Date('2022-2-17'),
    + payFixed=TRUE,
    + european=FALSE,
    + dt=.25,
    + strike=.06,
    + method="G2Analytic",
    + interpWhat="discount",
    + interpHow="loglinear")
    +
    + # Market data used to construct the term structure of interest rates
    + tsQuotes <- list(d1w =0.0382,
    + d1m =0.0372,
    + fut1=96.2875,
    + fut2=96.7875,
    + fut3=96.9875,
    + fut4=96.6875,
    + fut5=96.4875,
    + fut6=96.3875,
    + fut7=96.2875,
    + fut8=96.0875,
    + s3y =0.0398,
    + s5y =0.0443,
    + s10y =0.05165,
    + s15y =0.055175)
    +
    +
    + # Swaption volatility matrix with corresponding maturities and tenors
    + swaptionMaturities <- c(1,2,3,4,5)
    +
    + swapTenors <- c(1,2,3,4,5)
    +
    + volMatrix <- matrix(
    + c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
    + 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
    + 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
    + 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
    + 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
    + ncol=5, byrow=TRUE)
    +
    + legparams=list(dayCounter="Thirty360",
    + fixFreq="Annual",
    + floatFreq="Semiannual")
    +
    + setEvaluationDate(as.Date("2016-2-16"))
    + times<-times <- seq(0,14.75,.25)
    + dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
    +
    + # Price the Bermudan swaption
    + pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
    + summary(pricing)
    +
    + }
    
     *** caught segfault ***
    address 0x0, cause 'invalid permissions'
    
    Traceback:
     1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
     2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
     3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
    An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64

Version: 0.4.12
Check: tests
Result: ERROR
     Running ‘RQuantlib.R’ [0s/0s]
    Running the tests in ‘tests/RQuantlib.R’ failed.
    Last 13 lines of output:
     + settleDate=as.Date('2002-2-15'),
     + dt=0.25,
     + interpWhat='discount', interpHow='loglinear')
     > discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
     >
     > ZeroCouponBond(bond, discountCurve, dateparams)
    
     *** caught segfault ***
     address 0x0, cause 'invalid permissions'
    
     Traceback:
     1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
     2: ZeroCouponBond.default(bond, discountCurve, dateparams)
     3: ZeroCouponBond(bond, discountCurve, dateparams)
     An irrecoverable exception occurred. R is aborting now ...
Flavor: r-release-macos-arm64

Version: 0.4.12
Check: examples
Result: ERROR
    Running examples in ‘RQuantLib-Ex.R’ failed
    The error most likely occurred in:
    
    > ### Name: AffineSwaption
    > ### Title: Affine swaption valuation using several short-rate models
    > ### Aliases: AffineSwaption AffineSwaption.default
    > ### summary.G2AnalyticAffineSwaption summary.HWAnalyticAffineSwaption
    > ### summary.HWTreeAffineSwaption summary.BKTreeAffineSwaption
    > ### Keywords: models
    >
    > ### ** Examples
    >
    > if (.Platform$OS.type != "windows" && .Platform$r_arch != "i386") {
    +
    + # This data was generated to match the original quantlib example for Bermudan Swaption
    + params <- list(tradeDate=as.Date('2016-2-15'),
    + settleDate=as.Date('2016-2-17'),
    + startDate=as.Date('2017-2-17'),
    + maturity=as.Date('2022-2-17'),
    + payFixed=TRUE,
    + european=FALSE,
    + dt=.25,
    + strike=.06,
    + method="G2Analytic",
    + interpWhat="discount",
    + interpHow="loglinear")
    +
    + # Market data used to construct the term structure of interest rates
    + tsQuotes <- list(d1w =0.0382,
    + d1m =0.0372,
    + fut1=96.2875,
    + fut2=96.7875,
    + fut3=96.9875,
    + fut4=96.6875,
    + fut5=96.4875,
    + fut6=96.3875,
    + fut7=96.2875,
    + fut8=96.0875,
    + s3y =0.0398,
    + s5y =0.0443,
    + s10y =0.05165,
    + s15y =0.055175)
    +
    +
    + # Swaption volatility matrix with corresponding maturities and tenors
    + swaptionMaturities <- c(1,2,3,4,5)
    +
    + swapTenors <- c(1,2,3,4,5)
    +
    + volMatrix <- matrix(
    + c(0.1490, 0.1340, 0.1228, 0.1189, 0.1148,
    + 0.1290, 0.1201, 0.1146, 0.1108, 0.1040,
    + 0.1149, 0.1112, 0.1070, 0.1010, 0.0957,
    + 0.1047, 0.1021, 0.0980, 0.0951, 0.1270,
    + 0.1000, 0.0950, 0.0900, 0.1230, 0.1160),
    + ncol=5, byrow=TRUE)
    +
    + legparams=list(dayCounter="Thirty360",
    + fixFreq="Annual",
    + floatFreq="Semiannual")
    +
    + setEvaluationDate(as.Date("2016-2-16"))
    + times<-times <- seq(0,14.75,.25)
    + dcurve <- DiscountCurve(params, tsQuotes, times=times,legparams)
    +
    + # Price the Bermudan swaption
    + pricing <- AffineSwaption(params, dcurve,swaptionMaturities, swapTenors, volMatrix,legparams)
    + summary(pricing)
    +
    + }
    
     *** caught segfault ***
    address 0x0, cause 'memory not mapped'
    
    Traceback:
     1: affineWithRebuiltCurveEngine(params, matchlegs, c(ts$table$date), ts$table$zeroRates, expiry, tenor, vol)
     2: AffineSwaption.default(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
     3: AffineSwaption(params, dcurve, swaptionMaturities, swapTenors, volMatrix, legparams)
    An irrecoverable exception occurred. R is aborting now ...
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64

Version: 0.4.12
Check: tests
Result: ERROR
     Running ‘RQuantlib.R’ [1s/1s]
    Running the tests in ‘tests/RQuantlib.R’ failed.
    Last 13 lines of output:
     + settleDate=as.Date('2002-2-15'),
     + dt=0.25,
     + interpWhat='discount', interpHow='loglinear')
     > discountCurve <- DiscountCurve(discountCurve.param, list(flat=0.05))
     >
     > ZeroCouponBond(bond, discountCurve, dateparams)
    
     *** caught segfault ***
     address 0x0, cause 'memory not mapped'
    
     Traceback:
     1: ZeroBondWithRebuiltCurve(bond, c(discountCurve$table$date), discountCurve$table$zeroRates, dateparams)
     2: ZeroCouponBond.default(bond, discountCurve, dateparams)
     3: ZeroCouponBond(bond, discountCurve, dateparams)
     An irrecoverable exception occurred. R is aborting now ...
Flavors: r-release-macos-x86_64, r-oldrel-macos-x86_64