Package evaluation of CharFuncPricing on Julia 1.11.4 (a71dd056e0*) started at 2025-04-08T18:01:40.654


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# Set-up
#

Installing PkgEval dependencies (TestEnv)...

Set-up completed after 8.21s


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# Installation
#

Installing CharFuncPricing...
   Resolving package versions...
    Updating `~/.julia/environments/v1.11/Project.toml`
  [1fb851c3] + CharFuncPricing v0.6.0
    Updating `~/.julia/environments/v1.11/Manifest.toml`
  [47edcb42] + ADTypes v1.14.0
⌅ [c3fe647b] + AbstractAlgebra v0.25.3
  [621f4979] + AbstractFFTs v1.5.0
  [7d9f7c33] + Accessors v0.1.42
  [79e6a3ab] + Adapt v4.3.0
  [66dad0bd] + AliasTables v1.1.3
  [4fba245c] + ArrayInterface v7.18.0
  [6e4b80f9] + BenchmarkTools v1.6.0
  [1fb851c3] + CharFuncPricing v0.6.0
  [da1fd8a2] + CodeTracking v1.3.9
  [38540f10] + CommonSolve v0.2.4
  [bbf7d656] + CommonSubexpressions v0.3.1
  [34da2185] + Compat v4.16.0
  [a33af91c] + CompositionsBase v0.1.2
  [187b0558] + ConstructionBase v1.5.8
  [9a962f9c] + DataAPI v1.16.0
  [864edb3b] + DataStructures v0.18.22
  [163ba53b] + DiffResults v1.1.0
  [b552c78f] + DiffRules v1.15.1
  [a0c0ee7d] + DifferentiationInterface v0.6.50
  [ffbed154] + DocStringExtensions v0.9.4
  [eb426421] + DoubleExponentialFormulas v0.1.0
  [4e289a0a] + EnumX v1.0.5
  [7a1cc6ca] + FFTW v1.8.1
  [442a2c76] + FastGaussQuadrature v1.0.2
  [1a297f60] + FillArrays v1.13.0
  [6a86dc24] + FiniteDiff v2.27.0
⌅ [f6369f11] + ForwardDiff v0.10.38
⌅ [d5909c97] + GroupsCore v0.4.2
  [3587e190] + InverseFunctions v0.1.17
  [92d709cd] + IrrationalConstants v0.2.4
  [692b3bcd] + JLLWrappers v1.7.0
  [682c06a0] + JSON v0.21.4
  [aa1ae85d] + JuliaInterpreter v0.9.42
  [d3d80556] + LineSearches v7.3.0
  [2ab3a3ac] + LogExpFunctions v0.3.29
  [6f1432cf] + LoweredCodeUtils v3.1.0
  [1914dd2f] + MacroTools v0.5.15
  [e1d29d7a] + Missings v1.2.0
  [d41bc354] + NLSolversBase v7.9.1
  [77ba4419] + NaNMath v1.1.3
⌅ [2edaba10] + Nemo v0.30.0
  [429524aa] + Optim v1.12.0
  [bac558e1] + OrderedCollections v1.8.0
  [d96e819e] + Parameters v0.12.3
  [69de0a69] + Parsers v2.8.1
  [85a6dd25] + PositiveFactorizations v0.2.4
⌅ [aea7be01] + PrecompileTools v1.2.1
  [21216c6a] + Preferences v1.4.3
  [43287f4e] + PtrArrays v1.3.0
  [fb686558] + RandomExtensions v0.4.4
  [189a3867] + Reexport v1.2.2
  [ae029012] + Requires v1.3.1
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  [efcf1570] + Setfield v1.1.2
  [a2af1166] + SortingAlgorithms v1.2.1
  [276daf66] + SpecialFunctions v2.5.0
  [90137ffa] + StaticArrays v1.9.13
  [1e83bf80] + StaticArraysCore v1.4.3
  [10745b16] + Statistics v1.11.1
  [82ae8749] + StatsAPI v1.7.0
  [2913bbd2] + StatsBase v0.34.4
⌅ [6aa5eb33] + TaylorSeries v0.15.4
  [1e6cf692] + TestEnv v1.102.0
  [3a884ed6] + UnPack v1.0.2
⌅ [e21ec000] + Antic_jll v0.200.501+0
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⌅ [fcfa6d1b] + Calcium_jll v0.400.102+0
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⌅ [e134572f] + FLINT_jll v200.800.500+0
  [1d5cc7b8] + IntelOpenMP_jll v2025.0.4+0
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  [3f19e933] + p7zip_jll v17.4.0+2
        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 4.36s


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# Precompilation
#

Precompiling PkgEval dependencies...

Precompiling package dependencies...

Precompilation completed after 124.1s


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# Testing
#

     Testing CharFuncPricing
      Status `/tmp/jl_uJmLrS/Project.toml`
  [6e4b80f9] BenchmarkTools v1.6.0
  [1fb851c3] CharFuncPricing v0.6.0
  [eb426421] DoubleExponentialFormulas v0.1.0
  [7a1cc6ca] FFTW v1.8.1
  [442a2c76] FastGaussQuadrature v1.0.2
⌅ [f6369f11] ForwardDiff v0.10.38
  [b964fa9f] LaTeXStrings v1.4.0
⌅ [2edaba10] Nemo v0.30.0
  [429524aa] Optim v1.12.0
  [91a5bcdd] Plots v1.40.11
  [295af30f] Revise v3.7.3
  [f2b01f46] Roots v2.2.7
  [276daf66] SpecialFunctions v2.5.0
  [2913bbd2] StatsBase v0.34.4
⌅ [6aa5eb33] TaylorSeries v0.15.4
  [1e6cf692] TestEnv v1.102.0
  [37e2e46d] LinearAlgebra v1.11.0
  [de0858da] Printf v1.11.0
  [8dfed614] Test v1.11.0
      Status `/tmp/jl_uJmLrS/Manifest.toml`
  [47edcb42] ADTypes v1.14.0
⌅ [c3fe647b] AbstractAlgebra v0.25.3
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.42
  [79e6a3ab] Adapt v4.3.0
  [66dad0bd] AliasTables v1.1.3
  [4fba245c] ArrayInterface v7.18.0
  [6e4b80f9] BenchmarkTools v1.6.0
  [d1d4a3ce] BitFlags v0.1.9
  [1fb851c3] CharFuncPricing v0.6.0
  [da1fd8a2] CodeTracking v1.3.9
  [944b1d66] CodecZlib v0.7.8
  [35d6a980] ColorSchemes v3.29.0
  [3da002f7] ColorTypes v0.12.1
  [c3611d14] ColorVectorSpace v0.11.0
  [5ae59095] Colors v0.13.0
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [34da2185] Compat v4.16.0
  [a33af91c] CompositionsBase v0.1.2
  [f0e56b4a] ConcurrentUtilities v2.5.0
  [187b0558] ConstructionBase v1.5.8
  [d38c429a] Contour v0.6.3
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  [a0c0ee7d] DifferentiationInterface v0.6.50
  [ffbed154] DocStringExtensions v0.9.4
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  [4e289a0a] EnumX v1.0.5
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⌅ [f6369f11] ForwardDiff v0.10.38
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  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [781609d7] GMP_jll v6.3.0+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [3a97d323] MPFR_jll v4.2.1+0
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.5+0
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2
        Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading.
     Testing Running tests...
0.0 0.15853309190424045 0.023779963785636068
-0.0 1.5853309190424045 0.047559927571272136
Test Summary:      | Pass  Total  Time
CGMY-Fang-European |    2      2  2.6s
0.7 0.0008149600597869933 8.866927875533087e-10 0.0008149600598167882 2.979495990207415e-14
1.0 0.2710843714512288 4.2751694406817364e-8 0.2710843714511187 -1.1013412404281553e-13
1.3 0.9998064126702811 -1.3411795007911564e-9 0.9998064126704043 1.2312373343092986e-13
Test Summary: | Pass  Total  Time
HestonDigital |   12     12  3.2s
1.0 0.7 27.604732524002124 27.604701740970565 27.60473252404642
1.0 1.0 19.45378150640889 19.45377648631428 19.45378150734595
1.0 1.3 13.927632581079163 13.927634022122048 13.927632581508867
10.0 0.7 45.27926431942248 45.277009222231804 45.27926431855788
10.0 1.0 41.39395438348157 41.395960211257886 41.39395438165401
10.0 1.3 38.27185994634367 38.27497361441354 38.271859945705245
Test Summary: | Pass  Total  Time
Gauthier      |   18     18  0.4s
-7.368317456969546e-5 7.384623520710639e-5 7.59400791262941e-10  - ( -0.0 + 7.368317456972646e-5im ) t - ( 7.384623520712295e-5 - 0.0im ) t² + ( 0.0 + 1.6381732416926537e-7im ) t³ + ( 7.594007934148826e-10 + 0.0im ) t⁴ + 𝒪(t⁵)
Test Summary:  | Pass  Total  Time
CumulantsJoshi |    3      3  3.2s
-0.09923078552082927 0.10892890905900046 0.002193174462391629  - ( -0.0 + 0.09923078552082937im ) t - ( 0.10892890905900049 - 0.0im ) t² + ( 0.0 + 0.011542990673087034im ) t³ + ( 0.0021931744623916367 + 0.0im ) t⁴ + 𝒪(t⁵)
Test Summary: | Pass  Total  Time
CumulantsAlan |    3      3  0.0s
-0.021043034860465076 0.02786808269897257 0.005159067617555023  - ( -0.0 + 0.021043034860463664im ) t - ( 0.027868082696481805 - 0.0im ) t² + ( 0.0 + 0.010357734825107623im ) t³ + ( 0.005155559142295577 + 0.0im ) t⁴ + 𝒪(t⁵)
Test Summary:          | Pass  Total  Time
CumulantsNearZeroKappa |    3      3  0.0s
Test Summary: | Pass  Total  Time
Junike        |    2      2  0.8s
& 1.38330089e-10& 1.56318718e-10& 4.41160904e-10& 3.58960133e-07& 2.31067268e-01& 2.84019183e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos (M=200) & 5.38e-15& 6.32e-15& 1.39e-15& 8.00e-15& 1.75e-14& 1.36e-12\\
Cos-Adaptive & -6.03e-14& -1.23e-13& -7.11e-14& -1.75e-13& -5.74e-13& -1.59e-11\\
Flinn-Truncated (1e-8) & 1.84e-08& 1.88e-08& 2.22e-08& 5.27e-08& -3.38e-08& 8.99e-08\\
Flinn-Truncated (1e-40) & 1.84e-08& 1.88e-08& 2.22e-08& 5.27e-08& -3.38e-08& 8.99e-08\\
Flinn-Transformed & 9.84e-08& 9.86e-08& 9.95e-08& 9.43e-08& -1.66e-07& -1.14e-06\\
Andersen-Lake (n=200) & -7.75e-26& 5.17e-26& 1.09e-24& -1.06e-22& 0.00e+00& 9.09e-13\\
Joshi-Yang (n=64) & 2.29e+01& 2.28e+01& 2.12e+01& -1.59e+00& 1.23e+00& 6.45e-04\\
Swift & -1.04e-10& -1.13e-10& -1.95e-10& -9.59e-10& -7.66e-09& -8.29e-08\\
& 1.36124466e+01& 1.45767977e+01& 2.34096209e+01& 1.13092231e+02& 9.12741587e+02& 9.91248068e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos-Adaptive & -1.48e-01& -2.78e-01& -6.58e-01& 1.04e-03& 5.41e-01& -2.74e+00\\
Cos (M=200) & 9.74e+00& 9.36e+00& 6.00e+00& -1.29e+01& 3.06e+01& -1.42e+02\\
Cos (M=1000) & 2.73e-01& 7.57e-02& -1.01e+00& -2.61e-01& -1.28e+00& -3.69e-01\\
Flinn-Truncated (1e-10) & 4.90e-08& 4.56e-08& 2.31e-08& -1.76e-08& -2.44e-08& 1.76e-08\\
Andersen-Lake (n=200) & -7.07e-11& 1.08e-10& 7.92e-09& -3.80e-07& 6.44e-09& 1.40e-07\\
Joshi-Yang & 4.45e+01& 4.45e+01& 4.45e+01& 4.45e+01& 4.46e+01& 4.46e+01\\
Swift & -3.58e-07& -3.61e-07& -3.94e-07& -7.16e-07& -3.58e-06& -3.58e-05\\
& 3.03227734e+00& 3.20850754e+00& 1.00871705e+01& 1.00000027e+02& 9.00000000e+02& 9.90000000e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos-Adaptive 8 & -8.82e-04& 1.19e-03& 1.79e-04& 3.34e-05& -1.51e-04& -1.22e-03\\
Flinn Trunc 1e-10 & 2.20e-08& 2.16e-08& 1.50e-08& -1.31e-08& 2.15e-09& 3.16e-08\\
AndersenLake & -3.96e-09& 1.02e-08& 4.11e-09& -8.77e-10& 0.00e+00& 0.00e+00\\
Swift & -3.13e-07& -3.17e-07& -3.45e-07& -6.27e-07& -3.13e-06& -3.13e-05\\
& 9.48227497e-03& 1.00742541e+00& 1.00069597e+01& 1.00006892e+02& 9.00006875e+02& 9.90000686e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos (M=200) & 6.29e+00& 5.80e+00& 2.06e+00& 1.84e-01& 4.64e+00& 2.44e+01\\
Cos-Adaptive & 2.63e-02& 2.47e-03& 1.65e-04& -1.50e-05& -3.99e-04& -3.21e-03\\
Flinn-Truncated (1e-8) & 3.79e-08& 3.66e-08& 1.45e-08& -2.02e-08& 7.55e-10& 4.86e-08\\
Flinn-Truncated (1e-40) & 3.79e-08& -1.59e+12& 5.34e+21& -4.65e+29& 3.19e+34& -5.01e+37\\
Flinn-Transformed & 2.79e-08& 4.81e-08& 4.58e-08& -1.18e-08& -1.36e-07& 7.97e-07\\
Andersen-Lake (n=200) & 7.57e-10& -1.51e-06& -1.98e-06& -2.79e-07& 8.87e-07& 4.88e-07\\
& 4.75853328e+01& 4.85836403e+01& 5.75748563e+01& 1.47559112e+02& 9.47541064e+02& 9.94752662e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & 7.90e-06& 6.29e-06& 5.90e-06& 4.82e-06& -7.98e-06& -5.39e-05\\
Flinn trunc & 8.19e-09& 7.63e-09& 6.46e-09& -6.71e-09& 9.08e-10& 2.30e-08\\
AL & 5.01e-12& 4.80e-12& -5.38e-11& -6.39e-09& 4.34e-08& -2.68e-08\\
Joshi & 2.63e+01& 2.63e+01& 2.63e+01& 2.63e+01& 2.63e+01& 2.63e+01\\
& 9.98884295e+01& 1.00887898e+02& 1.09884132e+02& 1.99854544e+02& 9.99740527e+02& 9.99945095e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & -9.51e-06& -9.71e-06& -1.15e-05& -2.35e-05& 8.91e-05& -8.26e-04\\
Flinn trunc & 4.18e-12& 4.19e-12& 4.43e-12& 5.31e-12& 5.80e-12& 9.09e-12\\
AL & -4.26e-13& -4.41e-13& -2.98e-13& -5.12e-13& -4.55e-13& 0.00e+00\\
& 4.03572280e-03& 1.00000000e+00& 1.00000000e+01& 1.00000000e+02& 9.00000000e+02& 9.90000000e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & -2.83e-08& -1.53e-10& 1.07e-11& 8.70e-12& 0.00e+00& 0.00e+00\\
Flinn trunc & -1.93e-13& -1.01e-13& -1.95e-13& 0.00e+00& 0.00e+00& 0.00e+00\\
AL & -1.30e-17& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
& 8.61142616e+00& 9.16355727e+00& 1.49018857e+01& 1.00005539e+02& 9.00000000e+02& 9.90000000e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & 1.07e-14& 5.51e-14& 7.82e-14& 1.56e-13& 1.02e-12& -9.09e-12\\
Flinn trunc & -9.94e-10& -1.26e-10& 3.82e-11& 1.64e-10& -7.47e-09& -1.03e-08\\
AL & -8.88e-15& 7.11e-15& -5.33e-15& 0.00e+00& 0.00e+00& 0.00e+00\\
& 3.42664651e-01& 1.10664576e+00& 1.00072535e+01& 1.00000000e+02& 9.00000000e+02& 9.90000000e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & -3.21e-04& -3.21e-04& -3.22e-04& -8.25e-08& 0.00e+00& 0.00e+00\\
Flinn trunc & -8.91e-11& -1.74e-11& 1.84e-11& -6.57e-12& -5.57e-12& -9.09e-12\\
AL & 6.11e-16& -8.88e-16& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
& 2.61619075e-01& 1.16690310e+00& 1.01042504e+01& 1.00058219e+02& 9.00038275e+02& 9.90002989e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos Adapt & -1.61e-04& -1.81e-04& -1.95e-04& -3.53e-04& -1.75e-03& -1.74e-02\\
Flinn trunc & -6.92e-12& -4.60e-11& -3.47e-11& 2.69e-12& -8.41e-12& -9.09e-12\\
AL & 3.84e-13& -3.62e-11& 4.55e-13& 9.38e-13& 1.36e-12& 1.82e-12\\
& 2.67368816e-02& 1.02193088e+00& 1.00205048e+01& 1.00020205e+02& 9.00020043e+02& 9.90001992e+03
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos (M=200) & 9.56e-01& 5.14e-01& -1.20e-01& 5.70e-02& -4.46e-02& -4.48e-01\\
Cos-Adaptive & -2.84e-04& -2.86e-04& -3.07e-04& -5.05e-04& -1.91e-03& -1.22e-02\\
Flinn-Truncated (1e-8) & 3.79e-08& 3.66e-08& 1.45e-08& -2.02e-08& 7.58e-10& 4.86e-08\\
Flinn-Truncated (1e-40) & 3.79e-08& 3.66e-08& 1.45e-08& -2.02e-08& 7.58e-10& 4.86e-08\\
Flinn-Transformed & 4.89e-08& 4.82e-08& 4.58e-08& -1.18e-08& -1.36e-07& 7.97e-07\\
Andersen-Lake (n=200) & -3.22e-10& -2.08e-06& -2.06e-06& -2.69e-07& 8.87e-07& 4.88e-07\\
& 6.17955803e-02& 6.17061888e-02& 2.83267302e-03& 2.34853252e-05& 1.22206570e-14& 8.30154115e-38& 9.83658513e-71
Reference & 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00& 0.00e+00\\
Cos (M=200) & 6.44e-02& 6.45e-02& -7.69e-03& -2.04e-03& 7.11e-04& -8.30e-38& -9.84e-71\\
Cos-Adaptive & 6.50e-05& 6.50e-05& 6.32e-05& 4.93e-05& 3.28e-06& -8.30e-38& -9.84e-71\\
Flinn-Truncated (1e-8) & 9.81e-08& 9.81e-08& -6.94e-03& 3.00e+07& 1.19e+16& -9.14e+20& -4.32e+24\\
Flinn-Truncated (1e-40) & 9.81e-08& 9.81e-08& -4.83e-01& 3.32e+08& -2.00e+15& 1.15e+21& -1.65e+24\\
Flinn-Transformed & 4.82e-08& 4.82e-08& 2.28e+03& 7.19e+11& -1.03e+19& 1.03e+25& -1.97e+27\\
Andersen-Lake (n=200) & 4.58e-07& 4.39e-07& 1.75e-06& -2.14e-08& -1.40e-16& -1.31e-40& -3.39e-74\\
Test Summary: | Pass  Total   Time
HestonLong    |   34     34  38.2s
Test Summary: | Pass  Total   Time
HestonFlinn   |    4      4  22.5s
Test Summary:       | Pass  Total  Time
HestonLogContinuity |   42     42  0.0s
RMSE 2.442827945848499e-5
Ref 0.072545411
Cos 1.2187926257062063e-11 0.000834722
Truncated Flinn 7.771459087049682e-6 0.000919431
Transformed Flinn 0.0014450311133051186 0.002140969
Andersen-Lake 2.178985736029333e-12 0.008806125
0.038461538461538464
Ref 0.072525061
Cos 1.0333663318971272e-8 0.000901562
Truncated Flinn 7.502046342117582e-6 0.00105152
Transformed Flinn 22.279324556398333 0.001587335
Andersen-Lake 4.1477377501298845e-12 0.009068033
0.16666666666666666
Ref 0.074332884
Cos 2.442827945848499e-5 0.000912521
Truncated Flinn 1.4817783435053317e-8 0.000803152
Transformed Flinn 0.00015183480904009032 0.001349527
Andersen-Lake 5.607891552054201e-12 0.008827265
2.0
Test Summary: | Pass  Total  Time
LF2y          |    2      2  0.4s
1.0 0.0093155738351987 0.009315573835198652 4.85722573273506e-17 5.10702591327572e-15
1.025 0.0014581282324320835 0.0014581282324320384 4.5102810375396984e-17 3.086420008457935e-14
1.05 6.0573970268693045e-5 6.057397026879713e-5 -1.0408340855860843e-16 -1.7182921752123548e-12
1.075 2.899140639223141e-7 2.8991406397782526e-7 -5.551115123125783e-17 -1.9147450291967516e-10
1.1 4.181655022250652e-11 4.181675838932364e-11 -2.0816681711721685e-16 -4.978071594607947e-6
1.125 8.326672684688674e-17 0.0 8.326672684688674e-17 Inf
1.15 1.942890293094024e-16 1.942890293094024e-16 0.0 0.0
1.175 5.551115123125783e-17 1.942890293094024e-16 -1.3877787807814457e-16 -0.7142857142857143
1.2 2.7755575615628914e-17 2.220446049250313e-16 -1.942890293094024e-16 -0.875
1.225 2.7755575615628914e-17 8.326672684688674e-17 -5.551115123125783e-17 -0.6666666666666667
1.25 -5.551115123125783e-17 -3.0531133177191805e-16 2.498001805406602e-16 -0.8181818181818181
1.275 -2.7755575615628914e-16 5.551115123125783e-16 -8.326672684688674e-16 -1.5
1.3 -1.1102230246251565e-16 1.6653345369377348e-16 -2.7755575615628914e-16 -1.6666666666666665
1.325 3.3306690738754696e-16 2.220446049250313e-16 1.1102230246251565e-16 0.5
1.35 -1.6653345369377348e-16 -4.440892098500626e-16 2.7755575615628914e-16 -0.625
1.375 -1.6653345369377348e-16 2.220446049250313e-16 -3.885780586188048e-16 -1.75
1.4 0.0 1.6653345369377348e-16 -1.6653345369377348e-16 -1.0
1.425 0.0 -2.220446049250313e-16 2.220446049250313e-16 -1.0
1.45 0.0 3.3306690738754696e-16 -3.3306690738754696e-16 -1.0
1.475 0.0 -5.551115123125783e-16 5.551115123125783e-16 -1.0
1.5 0.0 8.881784197001252e-16 -8.881784197001252e-16 -1.0
1.0 0.009315573835171655 0.009315573835198652 -2.699750145662705e-14 -2.8981261834815086e-12
1.025 0.0014581282324066178 0.0014581282324320384 -2.542063781696413e-14 -1.743372113338637e-11
1.05 6.057397024092359e-5 6.057397026879713e-5 -2.7873536811995336e-14 -4.6015702359625266e-10
1.075 2.899140301299008e-7 2.8991406397782526e-7 -3.384792446325946e-14 -1.167515780720052e-7
1.1 4.178736523474669e-11 4.181675838932364e-11 -2.939315457695102e-14 -0.0007029037091611512
1.125 -3.860800568133982e-14 0.0 -3.860800568133982e-14 -Inf
1.15 -3.683164884193957e-14 1.942890293094024e-16 -3.702593787124897e-14 -190.57142857142858
1.175 -3.677613769070831e-14 1.942890293094024e-16 -3.697042672001771e-14 -190.28571428571428
1.2 -4.704570066849101e-14 2.220446049250313e-16 -4.726774527341604e-14 -212.875
1.225 -4.1300296516055823e-14 8.326672684688674e-17 -4.138356324290271e-14 -497.0
1.25 -4.388156504830931e-14 -3.0531133177191805e-16 -4.3576253716537394e-14 142.72727272727272
1.275 -5.179190409876355e-14 5.551115123125783e-16 -5.234701561107613e-14 -94.3
1.3 -5.2513549064769904e-14 1.6653345369377348e-16 -5.268008251846368e-14 -316.3333333333333
1.325 -5.0459636469213365e-14 2.220446049250313e-16 -5.0681681074138396e-14 -228.25
1.35 -5.2235993308613615e-14 -4.440892098500626e-16 -5.179190409876355e-14 116.625
1.375 -5.706546346573305e-14 2.220446049250313e-16 -5.728750807065808e-14 -258.0
1.4 0.0 1.6653345369377348e-16 -1.6653345369377348e-16 -1.0
1.425 0.0 -2.220446049250313e-16 2.220446049250313e-16 -1.0
1.45 0.0 3.3306690738754696e-16 -3.3306690738754696e-16 -1.0
1.475 0.0 -5.551115123125783e-16 5.551115123125783e-16 -1.0
1.5 0.0 8.881784197001252e-16 -8.881784197001252e-16 -1.0
Test Summary: | Pass  Total  Time
LFShort       |   21     21  0.5s
250000.0 119.13693723169914 119.3853243773151 -0.24838714561596476 -0.0020805500752415496
1.0e6 21438.187249984378 20511.935043989874 926.252205994504 0.045156744305598906
4.0e6 4022.0476648393087 3951.920143199769 70.12752163953974 0.017745176799741413
250000.0 119.30647098898453 119.3853243773151 -0.07885338833057176 -0.0006604948199608884
1.0e6 20511.618305983447 20511.935043989874 -0.31673800642602146 -1.544164437661255e-5
4.0e6 3950.6518669500947 3951.920143199769 -1.2682762496742725 -0.00032092658852345135
Vieta-Vieta 0.8918344316833928 1.4904352083440244
Vieta-Trapezoidal 0.9057204779309744 1.5136175725247085
Vieta-EM1 0.9002281194355735 1.5044525239254654
Trapezoidal-Vieta 0.8121129161310546 1.357201534473461
Trapezoidal-Trapezoidal 0.8222917348188913 1.374194381442976
Trapezoidal-EM1 0.8181491650379719 1.3672818161185205
EM1-Vieta 0.8578862112252224 1.4337011945071936
EM1-Trapezoidal 0.8703433218146663 1.4544978273670495
EM1-EM1 0.8653683039510385 1.4461961008246362
Test Summary: | Pass  Total  Time
LFSwiftSet1   |    3      3  5.7s
1.0 0.0093155738351987 0.009315573835198624 7.632783294297951e-17 8.215650382226158e-15
1.0064 0.006360762818851735 0.006360762818851652 8.326672684688674e-17 1.3100631690576847e-14
1.064 4.267377738301215e-6 4.267377738092737e-6 2.0847767820885918e-16 4.885380988639554e-11
1.0 0.009315573835171655 0.009315573835198624 -2.696974588101142e-14 -2.8951285813150207e-12
1.0064 0.00636076281883074 0.006360762818851652 -2.091209150290041e-14 -3.287703442822476e-12
1.064 4.267377704120223e-6 4.267377738092737e-6 -3.397251369243815e-14 -7.9609810965664e-9
Vieta-Vieta 2.072758762151391e-7 2.905872984212018e-7
Vieta-Trapezoidal 2.5170757355309494e-7 3.503665403527697e-7
Vieta-EM1 2.446679059069164e-7 3.405603357266748e-7
Trapezoidal-Vieta 1.8280475317271344e-7 2.5773440951189465e-7
Trapezoidal-Trapezoidal 2.202881393124562e-7 3.0816708735133503e-7
Trapezoidal-EM1 2.1535249010869202e-7 3.012325463682294e-7
EM1-Vieta 1.999800998012001e-7 2.8072894258120397e-7
EM1-Trapezoidal 2.421206694835796e-7 3.374197516422147e-7
EM1-EM1 2.3574257537443487e-7 3.285210186278639e-7
Test Summary: | Pass  Total  Time
LFSwiftSet2   |    3      3  1.5s
80.0 P 7.95887811325676 -7.993605777301127e-15
80.0 C 26.774758743998845 -1.0658141036401503e-14
90.0 P 12.017966707346302 -3.552713678800501e-15
90.0 C 20.933349000596706 -3.552713678800501e-15
100.0 P 17.055270961270196 8.526512829121202e-14
100.0 C 16.07015491702892 8.526512829121202e-14
110.0 P 23.01782589844278 -2.1316282072803006e-14
110.0 C 12.132211516709823 -2.1316282072803006e-14
120.0 P 29.811026202682413 -6.039613253960852e-14
120.0 C 9.024913483457773 -6.217248937900877e-14
Test Summary:  | Pass  Total  Time
AlanFloat64Set |   10     10  0.0s
90.0 P 4.518360403552574e-8 4.486639686237341e-16
90.0 C 9.989001595065282 5.329070518200751e-15
95.0 P 0.00046195485565166794 -2.1836373854944302e-15
95.0 C 4.989963479738163 3.552713678800501e-15
100.0 P 0.4777811716295042 -4.996003610813204e-16
100.0 C 0.4677826715128485 4.274358644806853e-15
105.0 P 5.009501052563656 5.329070518200751e-15
105.0 C 2.527447833244878e-6 1.0050172127081414e-14
110.0 P 10.00899855011512 -3.552713678800501e-15
110.0 C 1.3145040611561853e-13 1.5176460629936203e-15
90.0 P 4.51835838999792e-8 -1.9686882571162845e-14
90.0 C 9.989001595065261 -1.5987211554602254e-14
95.0 P 0.0004619548556225462 -3.1305361948563704e-14
95.0 C 4.989963479738134 -2.5757174171303632e-14
100.0 P 0.47778117162946837 -3.630429290524262e-14
100.0 C 0.4677826715128127 -3.1530333899354446e-14
105.0 P 5.009501052563603 -4.796163466380676e-14
105.0 C 2.527447779954173e-6 -4.32405330549261e-14
110.0 P 10.008998550115061 -6.217248937900877e-14
110.0 C 7.283063041541027e-14 -5.710212963721465e-14
90.0 P 4.694167898833257e-8 1.7580754014707958e-9
90.0 C 9.989001596823357 1.7580799038796613e-9
95.0 P 0.0004619572385440307 2.382890179120946e-9
95.0 C 4.9899634821210554 2.3828956585703054e-9
100.0 P 0.47778117519854796 3.5690432831358976e-9
100.0 C 0.4677826750818923 3.5690480570949035e-9
105.0 P 5.009501055124395 2.5607445053310585e-9
105.0 C 2.5300085724211385e-6 2.5607492264326673e-9
110.0 P 10.008998552127174 2.0120509702792333e-9
110.0 C 2.0121859733990277e-9 2.012056040638975e-9
Test Summary:       | Pass  Total  Time
AlanJoshiFloat64Set |   30     30  0.0s
[100.0001000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000 +/- 9.58e-153] [0.01989716566397158641226843461389136230746862548829484938801063571706345446335942077609551784289294526631540455161617549083948052657693956338308 +/- 9.72e-145]
101.00000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000 [8.27730824397200173910199119493677563213133073663877710e-91 +/- 6.52e-145]
100.0001 0.0198971656639715864122684346138913623074686254882948493880106357170634544633594207760955178428929452663154045516161754908394805265769395633830804482277644827
101.0 8.27730824397200173910199119493677563213133073663877710331808175139121901511570219667020669743067980813580497995737072149843475705901231525835216656355034111e-91
110.0 0.0
200.0 0.0
1000.0 0.0
10000.0 0.0
100.0001 0.0198971656639715864122684346138913623074686254882948493880106357170634544633594207760955178428929452663154045516161754908394805265769395590912391764361785156
101.0 8.27730824397200173910199119493677563213133073663877710331808201515296833931468180903298403969052534892773980585966841369691832336955997382736413422134945627e-91
110.0 6.921368605498251930007865029794845797963134059768333809128119949987565738962111075149242859758440185126500571919241520919143846629023495137998871807520541e-7711
200.0 1.62316485968473700482563892885216671707412901596961942746588096911166971738709181516017696508290229439276334531417694576145786874363484584219509382945983283e-351236
1000.0 2.68562535328461417407703864457945348285819847989819962979100500539337079600030533604090536713287021598391220764217734299012757545595082208769651803561147501e-2780671
10000.0 7.70581753912771358610719450942975008118970144493752321912910329772522581521235992361545094556260153029702452419620935507466675126954355914406505843056601136e-7973291
Test Summary:       | Pass  Total   Time
HestonALSmallPrices |    4      4  19.2s
80.0 P [7.95887811325676828521326060761429303089865693725960319205094095681790030 +/- 4.82e-72] [-2.46998469416258350436447339680794905904318209970e-24 +/- 4.82e-72]
80.0 C [26.77475874399885422138219285574225503910357048386701361386103443917276629 +/- 6.32e-72] [-2.46998469416258350436447398638613896556082723371e-24 +/- 6.32e-72]
90.0 P [12.01796670734630498770957286168505994488766901674359014792496983503358626 +/- 2.01e-72] [-4.2855141171010440229144340985207503016496641374e-25 +/- 2.01e-72]
90.0 C [20.93334900059671038813944533801265637537179175081262590089627586445697497 +/- 2.23e-72] [-4.2855141171010440229144337409910372413554302503e-25 +/- 2.23e-72]
100.0 P [17.05527096127010941352265395975862503115076404332454551322405076347166800 +/- 2.93e-72] [-3.965237594374467226585845448677594923652833200e-26 +/- 2.93e-72]
100.0 C [16.07015491702883427821346666428585588391409596485520659735656933996357944 +/- 4.41e-72] [-3.965237594374467226585879340264343066003642056e-26 +/- 4.41e-72]
110.0 P [23.01782589844280053890878183747069958885882262385534095209843808561556738 +/- 6.80e-72] [2.64813881109559690166734095209843808561556738e-27 +/- 6.80e-72]
110.0 C [12.13221151670984486786053477019756486390136373284762736739216920917600154 +/- 5.04e-72] [2.64813881109559690166662736739216920917600154e-27 +/- 5.04e-72]
120.0 P [29.81102620268247184334068229213413372849045238688265116546863785487435207 +/- 7.51e-72] [-1.03172371067684898381434883453136214512564793e-27 +/- 7.51e-72]
120.0 C [9.02491348345783563655337545306063342581220268333656291192358152550330896 +/- 4.55e-72] [-1.03172371067684898381343708807641847449669104e-27 +/- 4.55e-72]
Test Summary: | Pass  Total  Time
AlanSet       |   10     10  1.0s
90.0 P [4.518360358686177267846283260505342170483575627777422720994e-8 +/- 4.19e-66] [6.347272641683754952429375627777422720994e-26 +/- 4.19e-66]
90.0 C [9.98900159506527654493594810876621194767051557355651881698849965467 +/- 3.34e-66] [6.347272641683754952429351881698849965467e-26 +/- 3.34e-66]
95.0 P [0.00046195485565385157967261251100128843593583885256695108090334577 +/- 3.29e-66] [-4.601756942270608808443304891909665423e-29 +/- 3.29e-66]
95.0 C [4.989963479738160122154264702536702058384392692444362488921902796131 +/- 7.61e-67] [-4.6017569422706088084637511078097203869e-29 +/- 7.61e-67]
100.0 P [0.47778117162950468002323965543594159177844084992306552196870005758 +/- 2.79e-66] [-1.3129889120481937393447803129994242e-31 +/- 2.79e-66]
100.0 C [0.46778267151284426309824840518396378905826068838589405843642651357 +/- 5.57e-66] [-1.3129889120481937410594156357348643e-31 +/- 5.57e-66]
105.0 P [5.00950105256365029913063511052075051116901889480844354030472812057 +/- 3.30e-66] [-1.5397072041777279955645969527187943e-31 +/- 3.30e-66]
105.0 C [2.52744782319470606051999109413578020171814230507539918158220e-6 +/- 4.41e-66] [-1.5397072041777279969492460081841780e-31 +/- 4.41e-66]
110.0 P [10.00899855011512372468421052192118981283250808930047516269268570714 +/- 2.23e-66] [-3.380685001648345636696052483730731429286e-26 +/- 2.23e-66]
110.0 C [1.2993276005259111385486477505389750536969641386617440e-13 +/- 1.29e-66] [-3.380685001648345636696063030358613382560e-26 +/- 1.29e-66]
Test Summary: | Pass  Total  Time
AlanJoshiSet  |   10     10  1.0s
[-0.020000000000000000000000000000000000000000000000000000000000000000000000000000 +/- 2.81e-79] [-0.020523254366264562526012760390383856606830353165293402280726825578051135272 +/- 2.75e-76]
[0.05333333333333333333333333333333333333333333333333333333333333333333333333333 +/- 4.94e-78] [0.05453923736864209070992412667675048505907995884640641326267383616531854 +/- 5.23e-72]
[0.1232380952380952380952380952380952380952380952380952380952380952380952380952 +/- 4.33e-77] [0.1236092712215855460709709657187923725533105982483610646439453 +/- 5.75e-62]
Test Summary: | Pass  Total  Time
ZeroKappa     |    3      3  0.1s
Test Summary:   | Pass  Total  Time
SZLogContinuity |   42     42  0.0s
-7.73650860924173e-5 7.77088180610361e-5 3.2274393777268563e-9  - ( -0.0 + 7.736508609241209e-5im ) t - ( 7.770881806102908e-5 - 0.0im ) t² + ( 0.0 + 3.4693649939035864e-7im ) t³ + ( 3.2274393753770607e-9 + 0.0im ) t⁴ + 𝒪(t⁵)
Test Summary:    | Pass  Total  Time
SZCumulantsJoshi |    3      3  1.3s
90.0 15.291152453086276
95.0 11.503122196296873
100.0 8.242880705864318
105.0 5.595325413127591
110.0 3.581963230761259
115.0 2.155968143907133
120.0 1.2183401423832372
90.0 14.224599332552287
95.0 9.60034009187038
100.0 5.372639716753994
105.0 2.1532405695109076
110.0 0.5047782555725151
115.0 0.06121752593302965
120.0 0.004303136386374362
Test Summary:   | Pass  Total  Time
SchobelZhuPaper |   14     14  0.0s
Test Summary:   | Pass  Total  Time
BroadieKayaSVCJ |    3      3  6.5s
     Testing CharFuncPricing tests passed 

Testing completed after 177.72s

PkgEval succeeded after 341.94s