Package evaluation of FinancialMonteCarlo on Julia 1.10.8 (92f03a4775*) started at 2025-02-25T10:28:01.260 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 5.17s ################################################################################ # Installation # Installing FinancialMonteCarlo... Resolving package versions... Updating `~/.julia/environments/v1.10/Project.toml` [078f23cc] + FinancialMonteCarlo v0.3.2 Updating `~/.julia/environments/v1.10/Manifest.toml` [7d9f7c33] + Accessors v0.1.41 [79e6a3ab] + Adapt v4.2.0 [66dad0bd] + AliasTables v1.1.3 [13072b0f] + AxisAlgorithms v1.1.0 [082447d4] + ChainRules v1.72.2 [d360d2e6] + ChainRulesCore v1.25.1 [34da2185] + Compat v4.16.0 [a33af91c] + CompositionsBase v0.1.2 [187b0558] + ConstructionBase v1.5.8 [9a962f9c] + DataAPI v1.16.0 [864edb3b] + DataStructures v0.18.20 [e2d170a0] + DataValueInterfaces v1.0.0 [8bb1440f] + DelimitedFiles v1.9.1 ⌅ [85a47980] + Dictionaries v0.3.29 [31c24e10] + Distributions v0.25.117 [ced4e74d] + DistributionsAD v0.6.57 [ffbed154] + DocStringExtensions v0.9.3 [1a297f60] + FillArrays v1.13.0 [078f23cc] + FinancialMonteCarlo v0.3.2 [46192b85] + GPUArraysCore v0.2.0 [34004b35] + HypergeometricFunctions v0.3.27 [313cdc1a] + Indexing v1.1.1 [a98d9a8b] + Interpolations v0.15.1 [3587e190] + InverseFunctions v0.1.17 [92d709cd] + IrrationalConstants v0.2.4 [c8e1da08] + IterTools v1.10.0 [82899510] + IteratorInterfaceExtensions v1.0.0 [692b3bcd] + JLLWrappers v1.7.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [1914dd2f] + MacroTools v0.5.15 [e1d29d7a] + Missings v1.2.0 [6fe1bfb0] + OffsetArrays v1.15.0 [bac558e1] + OrderedCollections v1.8.0 [90014a1f] + PDMats v0.11.32 [aea7be01] + PrecompileTools v1.2.1 [21216c6a] + Preferences v1.4.3 [43287f4e] + PtrArrays v1.3.0 [1fd47b50] + QuadGK v2.11.2 [c84ed2f1] + Ratios v0.4.5 [c1ae055f] + RealDot v0.1.0 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.0 [79098fc4] + Rmath v0.8.0 [ed01d8cd] + Sobol v1.5.0 [a2af1166] + SortingAlgorithms v1.2.1 [dc90abb0] + SparseInverseSubset v0.1.2 [276daf66] + SpecialFunctions v2.5.0 [90137ffa] + StaticArrays v1.9.12 [1e83bf80] + StaticArraysCore v1.4.3 [82ae8749] + StatsAPI v1.7.0 [2913bbd2] + StatsBase v0.34.4 [4c63d2b9] + StatsFuns v1.3.2 [09ab397b] + StructArrays v0.7.0 [3783bdb8] + TableTraits v1.0.1 [bd369af6] + Tables v1.12.0 [efce3f68] + WoodburyMatrices v1.0.0 [700de1a5] + ZygoteRules v0.2.7 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [f50d1b31] + Rmath_jll v0.5.1+0 [56f22d72] + Artifacts [2a0f44e3] + Base64 [ade2ca70] + Dates [8ba89e20] + Distributed [9fa8497b] + Future [b77e0a4c] + InteractiveUtils [76f85450] + LibGit2 [8f399da3] + Libdl [37e2e46d] + LinearAlgebra [d6f4376e] + Markdown [a63ad114] + Mmap [ca575930] + NetworkOptions v1.2.0 [de0858da] + Printf [9a3f8284] + Random [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization [1a1011a3] + SharedArrays [6462fe0b] + Sockets [2f01184e] + SparseArrays v1.10.0 [10745b16] + Statistics v1.10.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [cf7118a7] + UUIDs [4ec0a83e] + Unicode [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [e37daf67] + LibGit2_jll v1.6.4+0 [29816b5a] + LibSSH2_jll v1.11.0+1 [c8ffd9c3] + MbedTLS_jll v2.28.2+1 [4536629a] + OpenBLAS_jll v0.3.23+4 [05823500] + OpenLibm_jll v0.8.1+4 [bea87d4a] + SuiteSparse_jll v7.2.1+1 [8e850b90] + libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m` Installation completed after 6.97s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 29.57s ################################################################################ # Testing # Testing FinancialMonteCarlo Status `/tmp/jl_x2dsNN/Project.toml` [0c46a032] DifferentialEquations v7.16.0 [31c24e10] Distributions v0.25.117 [fa6b7ba4] DualNumbers v0.6.9 [078f23cc] FinancialMonteCarlo v0.3.2 [f6369f11] ForwardDiff v0.10.38 [e6cf234a] RandomNumbers v1.6.0 [ae029012] Requires v1.3.0 [37e2e3b7] ReverseDiff v1.15.3 [276daf66] SpecialFunctions v2.5.0 [6aa5eb33] TaylorSeries v0.18.3 [33b4df10] VectorizedRNG v0.2.25 [8ba89e20] Distributed [9fa8497b] Future [37e2e46d] LinearAlgebra [9a3f8284] Random [10745b16] Statistics v1.10.0 [8dfed614] Test Status `/tmp/jl_x2dsNN/Manifest.toml` [47edcb42] ADTypes v1.13.0 [7d9f7c33] Accessors v0.1.41 [79e6a3ab] Adapt v4.2.0 [66dad0bd] AliasTables v1.1.3 [a95523ee] AlmostBlockDiagonals v0.1.10 [ec485272] ArnoldiMethod v0.4.0 [4fba245c] ArrayInterface v7.18.0 [4c555306] ArrayLayouts v1.11.1 [13072b0f] 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MozillaCACerts_jll v2023.1.10 [4536629a] OpenBLAS_jll v0.3.23+4 [05823500] OpenLibm_jll v0.8.1+4 [bea87d4a] SuiteSparse_jll v7.2.1+1 [83775a58] Zlib_jll v1.2.13+1 [8e850b90] libblastrampoline_jll v5.11.0+0 [8e850ede] nghttp2_jll v1.52.0+1 [3f19e933] p7zip_jll v17.4.0+2 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. Testing Running tests... Running tests: ------------------------------------------------------------ * test_black.jl * "Black Scholes Model" = "Black Scholes Model" BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}}(σ=0.2,underlying=FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}(100.0, 0.01)) spot = pricer(Model, rfCurve, mc, Spot()) = 100.0 FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 99.09933545493367 EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.385494759442418 EuBinPrice = pricer(Model, rfCurve, mc, EUBin) = 0.47412209827847507 AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.373298389045713 AmBinPrice = pricer(Model, rfCurve, mc, AmBin) = 0.47412209827847507 BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.453647766059314 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.757329063953199 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.802869086166148 FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.98717804819485 EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.287306161755659 AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.320694957119459 BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.28693797170386 AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.728679735623731 AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.729103025121804 EuPrice = pricer(Model, rfCurve, mc, EUDataPut) = 7.306026635184277 AmPrice = pricer(Model, rfCurve, mc, AMDataPut) = 7.445022801072425 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataPut) = 0.2929046343243785 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeDataPut) = 4.239127550101067 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeDataPut) = 4.241602475760138 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataDI) = 0.9318469933831061 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataUI) = 8.385494759442418 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataUO) = 0.0 BermPrice = pricer(Model, rfCurve, mc, BermData) = 8.39687333884234 AmBinPrice = pricer(Model, rfCurve, mc, BinAMData) = 0.8883763957346918 EuBinPrice = pricer(Model, rfCurve, mc, EUDataBin) = 0.47412209827847507 doubleBarrier = pricer(Model, rfCurve, mc, doubleBarrierOptionDownOut) = 1.5012919764813617 "Test Black Scholes Parameters" = "Test Black Scholes Parameters" ------------------------------------------------------------ ------------------------------------------------------------ * test_black_curves_4.jl * "Black Scholes Model" = "Black Scholes Model" BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingVec{Float64, Float64, Float64}}(σ=0.2,underlying=FinancialMonteCarlo.UnderlyingVec{Float64, Float64, Float64}(100.0, {0.0 = 0.019, 0.5 = 0.019, 1.0 = 0.02})) FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 99.91448438957285 FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 99.93025956388246 EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.404840840760796 EuBinPrice = pricer(Model, rfCurve, mc, EUBin) = 0.47292700458529857 AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.39055055246763 AmBinPrice = pricer(Model, rfCurve, mc, AmBin) = 0.47292700458529857 BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.425911531159128 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.735475229168313 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.837631864811941 "Test Black Scholes Parameters" = "Test Black Scholes Parameters" ------------------------------------------------------------ ------------------------------------------------------------ * test_black_dual.jl * "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 99.09933545493367 + 0.5511445535654301ɛ EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.385494759442418 + 39.303724024777765ɛ AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.373298389045713 + 39.51377012948237ɛ BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.453647766059314 + 35.78354433652282ɛ AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.757329063953199 + 22.60179424641167ɛ AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.802869086166148 + 22.730799766154405ɛ FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.98717804819485 - 0.18115208312985223ɛ EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.287306161755659 + 38.71753642595877ɛ AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.320694957119459 + 39.268466313153375ɛ BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.28693797170386 + 34.92561997069806ɛ AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.728679735623731 + 22.303667120585647ɛ AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.729103025121804 + 22.306143362118043ɛ ------------------------------------------------------------ ------------------------------------------------------------ * test_black_forward_diff_2.jl * "Black Scholes Model" = "Black Scholes Model" g(x) = [39.303724024777765, 0.5579770458729019] ------------------------------------------------------------ ------------------------------------------------------------ * test_black_forward_diff_dual.jl * "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = Dual{Float64}(99.09933545493367,0.5511445535654301) EuPrice = pricer(Model, rfCurve, mc, EUData) = Dual{Float64}(8.385494759442418,39.303724024777765) AmPrice = pricer(Model, rfCurve, mc, AMData) = Dual{Float64}(8.373298389045713,39.51377012948237) BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = Dual{Float64}(7.453647766059314,35.78354433652282) AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = Dual{Float64}(4.757329063953199,22.60179424641167) AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = Dual{Float64}(4.802869086166148,22.730799766154405) FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = Dual{Float64}(98.98717804819485,-0.18115208312985223) EuPrice = pricer(Model, rfCurve, mc1, EUData) = Dual{Float64}(8.287306161755659,38.71753642595877) AmPrice = pricer(Model, rfCurve, mc1, AMData) = Dual{Float64}(8.320694957119459,39.268466313153375) BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = Dual{Float64}(7.28693797170386,34.92561997069806) AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = Dual{Float64}(4.728679735623731,22.303667120585647) AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = Dual{Float64}(4.729103025121804,22.306143362118043) ------------------------------------------------------------ ------------------------------------------------------------ * test_black_mp.jl * ------------------------------------------------------------ ------------------------------------------------------------ * test_black_mt.jl * ------------------------------------------------------------ ------------------------------------------------------------ * test_black_sobol.jl * "Black Scholes Model" = "Black Scholes Model" BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}}(σ=0.2,underlying=FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}(100.0, 0.01)) FwdPrice = pricer(Model, spotData1, mc, FwdData) = 98.99977830427946 EuPrice = pricer(Model, spotData1, mc, EUData) = 8.365094011407777 EuBinPrice = pricer(Model, spotData1, mc, EUBin) = 0.4703973433199095 AmPrice = pricer(Model, spotData1, mc, AMData) = 8.356413715542093 AmBinPrice = pricer(Model, spotData1, mc, AmBin) = 0.4703973433199095 BarrierPrice = pricer(Model, spotData1, mc, BarrierData) = 7.394747880508196 AsianPrice1 = pricer(Model, spotData1, mc, AsianFloatingStrikeData) = 4.764365734521833 FwdPrice = pricer(BlackScholesProcess(sigma, Underlying(S0, d_)), spotData1, mc, FwdData) = 98.99982780418101 ------------------------------------------------------------ ------------------------------------------------------------ * test_black_taylor.jl * "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 99.09933545493367 + 0.5511445535654301 t + 0.5108296439494875 t² + 0.638935224961963 t³ + 𝒪(t⁴) EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.385494759442418 + 39.303724024777765 t - 2.371185362099935 t² - 5.65808158935605 t³ + 𝒪(t⁴) AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.373298389045713 + 39.51377012948237 t - 2.7041044633328357 t² - 6.080844105598327 t³ + 𝒪(t⁴) BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.453647766059314 + 35.78354433652282 t + 1.2176221560268397 t² - 4.517678753199139 t³ + 𝒪(t⁴) AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.757329063953199 + 22.60179424641167 t - 0.7443048019560385 t² - 3.0518747353510327 t³ + 𝒪(t⁴) AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.802869086166148 + 22.730799766154405 t - 0.7374083082328096 t² - 1.7697393813476603 t³ + 𝒪(t⁴) FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.98717804819485 - 0.18115208312985223 t - 0.48426342131520944 t² - 0.1608506299401343 t³ + 𝒪(t⁴) EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.287306161755659 + 38.71753642595877 t - 3.143829177507123 t² - 6.574049540416623 t³ + 𝒪(t⁴) AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.320694957119459 + 39.268466313153375 t - 2.5052054067791762 t² - 6.030730608946961 t³ + 𝒪(t⁴) BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.28693797170386 + 34.92561997069806 t + 0.6943145919379086 t² - 5.272154638404135 t³ + 𝒪(t⁴) AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.728679735623731 + 22.303667120585647 t - 1.6108205615704063 t² - 3.7875087504544434 t³ + 𝒪(t⁴) AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.729103025121804 + 22.306143362118043 t - 1.0769200233705774 t² - 1.9960545307033724 t³ + 𝒪(t⁴) ------------------------------------------------------------ ------------------------------------------------------------ * test_black_vec.jl * ------------------------------------------------------------ ------------------------------------------------------------ * test_brownian_motion.jl * "Test Parameters" = "Test Parameters" "Test Brownian Motion Parameters" = "Test Brownian Motion Parameters" ------------------------------------------------------------ ------------------------------------------------------------ * test_cv.jl * ------------------------------------------------------------ ------------------------------------------------------------ * test_delta.jl * "Black Scholes Model" = "Black Scholes Model" GaussianCopulaNVariateProcess{Float64, Float64}(rho=[1.0 0.0 0.1; 0.0 1.0 0.0; 0.1 0.0 1.0],models=(BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}}(0.2, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}(100.0, 0.01)), BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}}(0.2, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}(100.0, 0.01)), BlackScholesProcess{Float64, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}}(0.2, FinancialMonteCarlo.UnderlyingScalar{Float64, Float64}(100.0, 0.01)))) ERROR: LoadError: MethodError: no method matching rtoldefault(::Type{Dual128}) Closest candidates are: rtoldefault(::Union{Type{T}, T}, !Matched::Union{Type{S}, S}, !Matched::Real) where {T<:Number, S<:Number} @ Base floatfuncs.jl:348 rtoldefault(!Matched::Type{HomogeneousPolynomial{T}}) where T<:Number @ TaylorSeries ~/.julia/packages/TaylorSeries/O28jb/src/other_functions.jl:172 rtoldefault(!Matched::Type{D}) where D<:ForwardDiff.Dual @ ForwardDiff ~/.julia/packages/ForwardDiff/UBbGT/src/dual.jl:321 ... Stacktrace: [1] rtoldefault(x::Dual128, y::Dual128, atol::Int64) @ Base ./floatfuncs.jl:349 [2] isapprox(x::Dual128, y::Dual128) @ Base ./floatfuncs.jl:304 [3] #_quantile#57 @ /opt/julia/share/julia/stdlib/v1.10/Statistics/src/Statistics.jl:1025 [inlined] [4] _quantile @ /opt/julia/share/julia/stdlib/v1.10/Statistics/src/Statistics.jl:1000 [inlined] [5] (::Statistics.var"#50#51"{Float64, Float64, SubArray{Dual128, 1, Matrix{Dual128}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}})(x::Float64) @ Statistics /opt/julia/share/julia/stdlib/v1.10/Statistics/src/Statistics.jl:966 [6] iterate @ ./generator.jl:47 [inlined] [7] _collect(c::SubArray{Float64, 1, Matrix{Float64}, Tuple{Int64, Base.Slice{Base.OneTo{Int64}}}, true}, itr::Base.Generator{SubArray{Float64, 1, Matrix{Float64}, Tuple{Int64, Base.Slice{Base.OneTo{Int64}}}, true}, Statistics.var"#50#51"{Float64, Float64, SubArray{Dual128, 1, Matrix{Dual128}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}}}, ::Base.EltypeUnknown, isz::Base.HasShape{1}) @ Base ./array.jl:854 [8] collect_similar @ ./array.jl:763 [inlined] [9] map @ ./abstractarray.jl:3286 [inlined] [10] #quantile!#49 @ /opt/julia/share/julia/stdlib/v1.10/Statistics/src/Statistics.jl:966 [inlined] [11] quantile! @ /opt/julia/share/julia/stdlib/v1.10/Statistics/src/Statistics.jl:960 [inlined] [12] simulate!(S_total::Vector{Matrix{Dual128}}, mcProcess::GaussianCopulaNVariateProcess{Float64, Dual128}, rfCurve::ZeroRate{Float64}, mcBaseData::MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, T::Float64) @ FinancialMonteCarlo ~/.julia/packages/FinancialMonteCarlo/w72yR/src/models/nvariate.jl:64 [13] simulate(mcProcess::GaussianCopulaNVariateProcess{Float64, Dual128}, zeroCurve::ZeroRate{Float64}, mcBaseData::MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, T::Float64) @ FinancialMonteCarlo ~/.julia/packages/FinancialMonteCarlo/w72yR/src/models/base_models.jl:65 [14] pricer(mcProcess::GaussianCopulaNVariateProcess{Float64, Dual128}, rfCurve::ZeroRate{Float64}, mcConfig::MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, dict_::Dict{FinancialMonteCarlo.AbstractPayoff, Number}) @ FinancialMonteCarlo ~/.julia/packages/FinancialMonteCarlo/w72yR/src/metrics/pricer.jl:45 [15] (::FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}})(under_cpl::String) @ FinancialMonteCarlo ./none:0 [16] MappingRF @ ./reduce.jl:100 [inlined] [17] _foldl_impl(op::Base.MappingRF{FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}, Base.BottomRF{typeof(Base.add_sum)}}, init::Base._InitialValue, itr::Vector{String}) @ Base ./reduce.jl:58 [18] foldl_impl(op::Base.MappingRF{FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}, Base.BottomRF{typeof(Base.add_sum)}}, nt::Base._InitialValue, itr::Vector{String}) @ Base ./reduce.jl:48 [19] mapfoldl_impl(f::typeof(identity), op::typeof(Base.add_sum), nt::Base._InitialValue, itr::Base.Generator{Vector{String}, FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}}) @ Base ./reduce.jl:44 [20] mapfoldl(f::Function, op::Function, itr::Base.Generator{Vector{String}, FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}}; init::Base._InitialValue) @ Base ./reduce.jl:175 [21] mapreduce(f::Function, op::Function, itr::Base.Generator{Vector{String}, FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}}; kw::@Kwargs{}) @ Base ./reduce.jl:307 [22] sum(f::Function, a::Base.Generator{Vector{String}, FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}}; kw::@Kwargs{}) @ Base ./reduce.jl:535 [23] sum(a::Base.Generator{Vector{String}, FinancialMonteCarlo.var"#461#462"{Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, ZeroRate{Float64}, MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}}}; kw::@Kwargs{}) @ Base ./reduce.jl:564 [24] sum @ ./reduce.jl:564 [inlined] [25] pricer(mcProcess::Dict{String, FinancialMonteCarlo.AbstractMonteCarloProcess}, rfCurve::ZeroRate{Float64}, mcConfig::MonteCarloConfiguration{Int64, Int64, FinancialMonteCarlo.StandardMC, FinancialMonteCarlo.SerialMode{Random.MersenneTwister}}, dict_::Dict{String, Dict{FinancialMonteCarlo.AbstractPayoff, Number}}) @ FinancialMonteCarlo ~/.julia/packages/FinancialMonteCarlo/w72yR/src/metrics/pricer.jl:73 [26] top-level scope @ ~/.julia/packages/FinancialMonteCarlo/w72yR/test/test_delta.jl:52 [27] include @ ./client.jl:494 [inlined] [28] func_scope @ ~/.julia/packages/FinancialMonteCarlo/w72yR/test/runtests.jl:6 [inlined] [29] top-level scope @ ~/.julia/packages/FinancialMonteCarlo/w72yR/test/runtests.jl:13 [30] include(fname::String) @ Base.MainInclude ./client.jl:494 [31] top-level scope @ none:6 in expression starting at /home/pkgeval/.julia/packages/FinancialMonteCarlo/w72yR/test/test_delta.jl:52 in expression starting at /home/pkgeval/.julia/packages/FinancialMonteCarlo/w72yR/test/runtests.jl:10 Testing failed after 198.41s ERROR: LoadError: Package FinancialMonteCarlo errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Types.jl:70 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:2034 [3] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/Operations.jl:1915 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{Pkg.Types.PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::Base.PipeEndpoint}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:444 [5] test(pkgs::Vector{Pkg.Types.PackageSpec}; io::Base.PipeEndpoint, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:159 [6] test @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:147 [inlined] [7] #test#74 @ /opt/julia/share/julia/stdlib/v1.10/Pkg/src/API.jl:146 [inlined] [8] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:219 in expression starting at /PkgEval.jl/scripts/evaluate.jl:210 PkgEval failed after 261.95s: package tests unexpectedly errored