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1.6.0-DEV-4c805d2310.log
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1.6.0-DEV-4c805d2310.log
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Julia Version 1.6.0-DEV.913
Commit 4c805d2310 (2020-09-14 14:07 UTC)
Platform Info:
OS: Linux (x86_64-pc-linux-gnu)
CPU: Intel(R) Xeon(R) Silver 4114 CPU @ 2.20GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-9.0.1 (ORCJIT, skylake-avx512)
Environment:
JULIA_DEPOT_PATH = ::/usr/local/share/julia
JULIA_NUM_THREADS = 2
Resolving package versions...
[ Info: LEGAL NOTICE: package operations send anonymous data about your system to https://pkg.julialang.org (your current package server), including the operating system and Julia versions you are using, and a random client UUID. Running `Pkg.telemetryinfo()` will show exactly what data is sent. See https://julialang.org/legal/data/ for more details about what this data is used for, how long it is retained, and how to opt out of sending it.
Installed InterestRates ─ v0.4.4
Installed BusinessDays ── v0.9.11
Updating `~/.julia/environments/v1.6/Project.toml`
[09453d48] + InterestRates v0.4.4
Updating `~/.julia/environments/v1.6/Manifest.toml`
[4f18b42c] + BusinessDays v0.9.11
[09453d48] + InterestRates v0.4.4
[ade2ca70] + Dates
[de0858da] + Printf
[4ec0a83e] + Unicode
Testing InterestRates
Status `/tmp/jl_wiq4DQ/Project.toml`
[4f18b42c] BusinessDays v0.9.11
[09453d48] InterestRates v0.4.4
[ade2ca70] Dates
[8dfed614] Test
Status `/tmp/jl_wiq4DQ/Manifest.toml`
[4f18b42c] BusinessDays v0.9.11
[09453d48] InterestRates v0.4.4
[2a0f44e3] Base64
[ade2ca70] Dates
[8ba89e20] Distributed
[b77e0a4c] InteractiveUtils
[56ddb016] Logging
[d6f4376e] Markdown
[de0858da] Printf
[9a3f8284] Random
[9e88b42a] Serialization
[6462fe0b] Sockets
[8dfed614] Test
[4ec0a83e] Unicode
Testing Running tests...
Test Summary: | Pass Total
errors | 5 5
Test Summary: | Pass Total
daycount equality | 6 6
Test Summary: | Pass Total
hash and equals | 10 10
Test Summary: | Pass Total
Linear Interp | 12 12
Test Summary: | Pass Total
Flat Forward Interp | 22 22
Test Summary: | Pass Total
Null Curve | 9 9
Test Summary: | Pass Total
Vector functions | 8 8
Test Summary: | Pass Total
Nelson Siegel | 3 3
Test Summary: | Pass Total
Svensson | 3 3
Test Summary: | Pass Total
Splines | 12 12
Test Summary: | Pass Total
CompositeIRCurve | 4 4
Test Summary: | Pass Total
BufferedIRCurve | 27 27
Test Summary: | Pass Total
YearFraction | 103 103
Test Summary: | Pass Total
CurveMap | 22 22
Test Summary: | Pass Total
DailyDatesRange | 58 58
Test Summary: |
Usage | No tests
Running perftests...
InterestRates.Linear()
0.056806 seconds (399.00 k allocations: 7.246 MiB, 39.41% gc time)
0.079562 seconds (999.10 k allocations: 17.561 MiB)
0.084329 seconds (999.10 k allocations: 17.561 MiB)
InterestRates.FlatForward()
0.209399 seconds (1.85 M allocations: 29.355 MiB)
0.234046 seconds (2.45 M allocations: 39.670 MiB, 3.85% gc time)
0.265571 seconds (2.45 M allocations: 39.670 MiB, 5.16% gc time)
InterestRates.NelsonSiegel()
0.029015 seconds (450.10 k allocations: 8.026 MiB)
0.081385 seconds (1.05 M allocations: 18.341 MiB, 9.38% gc time)
0.076669 seconds (1.05 M allocations: 18.341 MiB)
InterestRates.Svensson()
0.051473 seconds (450.10 k allocations: 8.026 MiB, 15.03% gc time)
0.076032 seconds (1.05 M allocations: 18.341 MiB)
0.078021 seconds (1.05 M allocations: 18.341 MiB)
InterestRates.CubicSplineOnRates()
0.071650 seconds (746.80 k allocations: 12.553 MiB)
0.125330 seconds (1.35 M allocations: 22.868 MiB)
0.093466 seconds (1.35 M allocations: 22.868 MiB, 8.84% gc time)
InterestRates.CubicSplineOnDiscountFactors()
0.097901 seconds (1.10 M allocations: 20.230 MiB, 7.54% gc time)
0.126987 seconds (1.70 M allocations: 30.545 MiB)
0.159043 seconds (1.70 M allocations: 30.545 MiB, 5.22% gc time)
InterestRates.StepFunction()
0.020452 seconds (399.00 k allocations: 7.246 MiB)
0.067191 seconds (999.10 k allocations: 17.561 MiB, 10.85% gc time)
0.060445 seconds (999.10 k allocations: 17.561 MiB)
Perftests end
Test Summary: | Pass Total
Benchmarks | 31500 31500
Testing InterestRates tests passed