Package evaluation of FinancialMonteCarlo on Julia 1.11.4 (a71dd056e0*) started at 2025-04-08T15:21:45.217 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 9.0s ################################################################################ # Installation # Installing FinancialMonteCarlo... Resolving package versions... Updating `~/.julia/environments/v1.11/Project.toml` [078f23cc] + FinancialMonteCarlo v0.3.2 Updating `~/.julia/environments/v1.11/Manifest.toml` [7d9f7c33] + Accessors v0.1.42 [79e6a3ab] + Adapt v4.3.0 [66dad0bd] + AliasTables v1.1.3 [13072b0f] + AxisAlgorithms v1.1.0 [082447d4] + ChainRules v1.72.3 [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 v0.18.22 [e2d170a0] + DataValueInterfaces v1.0.0 [8bb1440f] + DelimitedFiles v1.9.1 ⌅ [85a47980] + Dictionaries v0.3.29 [31c24e10] + Distributions v0.25.118 [ced4e74d] + DistributionsAD v0.6.58 [ffbed154] + DocStringExtensions v0.9.4 [1a297f60] + FillArrays v1.13.0 [078f23cc] + FinancialMonteCarlo v0.3.2 [46192b85] + GPUArraysCore v0.2.0 [34004b35] + HypergeometricFunctions v0.3.28 [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 v1.16.0 [bac558e1] + OrderedCollections v1.8.0 [90014a1f] + PDMats v0.11.33 ⌅ [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 v1.3.1 [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 v1.9.13 [1e83bf80] + StaticArraysCore v1.4.3 [10745b16] + Statistics v1.11.1 [82ae8749] + StatsAPI v1.7.0 [2913bbd2] + StatsBase v0.34.4 [4c63d2b9] + StatsFuns v1.4.0 [09ab397b] + StructArrays v0.7.1 [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 v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [8ba89e20] + Distributed v1.11.0 [9fa8497b] + Future v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.11.0 [d6f4376e] + Markdown v1.11.0 [a63ad114] + Mmap v1.11.0 [de0858da] + Printf v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization v1.11.0 [1a1011a3] + SharedArrays v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.11.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [4536629a] + OpenBLAS_jll v0.3.27+1 [05823500] + OpenLibm_jll v0.8.5+0 [bea87d4a] + SuiteSparse_jll v7.7.0+0 [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 4.37s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 41.62s ################################################################################ # Testing # Testing FinancialMonteCarlo Status `/tmp/jl_U1W66E/Project.toml` [0c46a032] DifferentialEquations v7.16.1 [31c24e10] Distributions v0.25.118 [fa6b7ba4] DualNumbers v0.6.9 [078f23cc] FinancialMonteCarlo v0.3.2 ⌅ [f6369f11] ForwardDiff v0.10.38 [e6cf234a] RandomNumbers v1.6.0 [ae029012] Requires v1.3.1 [37e2e3b7] ReverseDiff v1.16.1 [276daf66] SpecialFunctions v2.5.0 [10745b16] Statistics v1.11.1 [6aa5eb33] TaylorSeries v0.19.1 [33b4df10] VectorizedRNG v0.2.25 [8ba89e20] Distributed v1.11.0 [9fa8497b] Future v1.11.0 [37e2e46d] LinearAlgebra v1.11.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_U1W66E/Manifest.toml` [47edcb42] ADTypes v1.14.0 [7d9f7c33] Accessors v0.1.42 [79e6a3ab] Adapt v4.3.0 [66dad0bd] AliasTables v1.1.3 [a95523ee] AlmostBlockDiagonals v0.1.10 [ec485272] ArnoldiMethod v0.4.0 [4fba245c] ArrayInterface v7.18.0 [4c555306] 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[cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [deac9b47] LibCURL_jll v8.6.0+0 [e37daf67] LibGit2_jll v1.7.2+0 [29816b5a] LibSSH2_jll v1.11.0+1 [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 [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 ⌅ 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) = 98.78023648269446 EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.243560026581397 EuBinPrice = pricer(Model, rfCurve, mc, EUBin) = 0.46451615128006896 AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.234534402451388 AmBinPrice = pricer(Model, rfCurve, mc, AmBin) = 0.46451615128006896 BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.28781281176864 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.728880500566436 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.617675555094715 FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.96462184893552 EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.283419277873193 AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.396054687635743 BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.225377681511914 AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.745799945962286 AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.679856368345789 EuPrice = pricer(Model, rfCurve, mc, EUDataPut) = 7.483190874562468 AmPrice = pricer(Model, rfCurve, mc, AMDataPut) = 7.540961617593779 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataPut) = 0.32748683155858316 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeDataPut) = 4.331554846396449 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeDataPut) = 4.2546320572457725 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataDI) = 0.9557472148127577 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataUI) = 8.243560026581397 BarrierPrice = pricer(Model, rfCurve, mc, BarrierDataUO) = 0.0 BermPrice = pricer(Model, rfCurve, mc, BermData) = 8.241306885238911 AmBinPrice = pricer(Model, rfCurve, mc, BinAMData) = 0.8902020648167616 EuBinPrice = pricer(Model, rfCurve, mc, EUDataBin) = 0.46451615128006896 doubleBarrier = pricer(Model, rfCurve, mc, doubleBarrierOptionDownOut) = 1.4263193839173907 "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) = 99.90382585708291 FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 99.88990380343567 EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.34823381103731 EuBinPrice = pricer(Model, rfCurve, mc, EUBin) = 0.47237257667839905 AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.314661477651624 AmBinPrice = pricer(Model, rfCurve, mc, AmBin) = 0.47237257667839905 BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.37502564516739 AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.679925340532973 AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.823387981660951 "Test Black Scholes Parameters" = "Test Black Scholes Parameters" ------------------------------------------------------------ ------------------------------------------------------------ * test_black_dual.jl * Precompiling DualNumbers... 2436.4 ms ✓ DualNumbers 1 dependency successfully precompiled in 3 seconds. 15 already precompiled. "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 98.78023648269446 - 1.0504488714006508ɛ EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.243560026581397 + 38.57543333425196ɛ AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.234534402451388 + 38.6218985940545ɛ BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.28781281176864 + 34.93072833391796ɛ AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.728880500566436 + 22.421373437269168ɛ AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.617675555094715 + 21.662472461632195ɛ FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.96462184893552 - 0.40783185654941245ɛ EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.283419277873193 + 38.61608586980303ɛ AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.396054687635743 + 39.65816410788909ɛ BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.225377681511914 + 34.51641669133577ɛ AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.745799945962286 + 22.317948990783048ɛ AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.679856368345789 + 22.05513181880525ɛ ------------------------------------------------------------ ------------------------------------------------------------ * test_black_forward_diff_2.jl * "Black Scholes Model" = "Black Scholes Model" g(x) = [38.57543333425196, 0.5469517515458853] ------------------------------------------------------------ ------------------------------------------------------------ * test_black_forward_diff_dual.jl * "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = Dual{Float64}(98.78023648269446,-1.0504488714006508) EuPrice = pricer(Model, rfCurve, mc, EUData) = Dual{Float64}(8.243560026581397,38.57543333425196) AmPrice = pricer(Model, rfCurve, mc, AMData) = Dual{Float64}(8.234534402451388,38.6218985940545) BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = Dual{Float64}(7.28781281176864,34.93072833391796) AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = Dual{Float64}(4.728880500566436,22.421373437269168) AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = Dual{Float64}(4.617675555094715,21.662472461632195) FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = Dual{Float64}(98.96462184893552,-0.40783185654941245) EuPrice = pricer(Model, rfCurve, mc1, EUData) = Dual{Float64}(8.283419277873193,38.61608586980303) AmPrice = pricer(Model, rfCurve, mc1, AMData) = Dual{Float64}(8.396054687635743,39.65816410788909) BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = Dual{Float64}(7.225377681511914,34.51641669133577) AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = Dual{Float64}(4.745799945962286,22.317948990783048) AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = Dual{Float64}(4.679856368345789,22.05513181880525) ------------------------------------------------------------ ------------------------------------------------------------ * 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 * Precompiling TaylorSeriesSAExt... 2229.1 ms ✓ TaylorSeries → TaylorSeriesSAExt 1 dependency successfully precompiled in 3 seconds. 14 already precompiled. "Black Scholes Model" = "Black Scholes Model" FwdPrice = pricer(Model, rfCurve, mc, FwdData) = 98.78023648269446 - 1.0504488714006508 t + 0.34833484955346994 t² - 0.11130927444021359 t³ + 𝒪(t⁴) EuPrice = pricer(Model, rfCurve, mc, EUData) = 8.243560026581397 + 38.57543333425196 t - 2.8330510120948302 t² - 6.394420838953459 t³ + 𝒪(t⁴) AmPrice = pricer(Model, rfCurve, mc, AMData) = 8.234534402451388 + 38.6218985940545 t - 2.794835238023167 t² - 6.272979577532494 t³ + 𝒪(t⁴) BarrierPrice = pricer(Model, rfCurve, mc, BarrierData) = 7.28781281176864 + 34.93072833391796 t + 0.6844285010358837 t² - 5.303631275034279 t³ + 𝒪(t⁴) AsianPrice1 = pricer(Model, rfCurve, mc, AsianFloatingStrikeData) = 4.728880500566436 + 22.421373437269168 t - 1.042813168850204 t² - 3.6526959119235545 t³ + 𝒪(t⁴) AsianPrice2 = pricer(Model, rfCurve, mc, AsianFixedStrikeData) = 4.617675555094715 + 21.662472461632195 t - 1.4940764478199393 t² - 2.0012220303250907 t³ + 𝒪(t⁴) FwdPrice = pricer(Model, rfCurve, mc1, FwdData) = 98.96462184893552 - 0.40783185654941245 t - 1.061562115309916 t² - 0.20809341333799494 t³ + 𝒪(t⁴) EuPrice = pricer(Model, rfCurve, mc1, EUData) = 8.283419277873193 + 38.61608586980303 t - 3.623560521936477 t² - 6.898223114303279 t³ + 𝒪(t⁴) AmPrice = pricer(Model, rfCurve, mc1, AMData) = 8.396054687635743 + 39.65816410788909 t - 2.328917610246404 t² - 6.1183703521897375 t³ + 𝒪(t⁴) BarrierPrice = pricer(Model, rfCurve, mc1, BarrierData) = 7.225377681511914 + 34.51641669133577 t + 0.11129627184627253 t² - 5.506059828549307 t³ + 𝒪(t⁴) AsianPrice1 = pricer(Model, rfCurve, mc1, AsianFloatingStrikeData) = 4.745799945962286 + 22.317948990783048 t - 2.0223648677038044 t² - 4.0753067407624295 t³ + 𝒪(t⁴) AsianPrice2 = pricer(Model, rfCurve, mc1, AsianFixedStrikeData) = 4.679856368345789 + 22.05513181880525 t - 1.0892553526964082 t² - 1.9127714298393468 t³ + 𝒪(t⁴) ------------------------------------------------------------ ------------------------------------------------------------ * test_black_vec.jl * Precompiling VectorizedRNG... 3252.5 ms ✓ VectorizedRNG 1 dependency successfully precompiled in 4 seconds. 30 already precompiled. Precompiling VectorizedRNGStaticArraysExt... 1861.4 ms ✓ VectorizedRNG → VectorizedRNGStaticArraysExt 1 dependency successfully precompiled in 2 seconds. 33 already precompiled. ------------------------------------------------------------ ------------------------------------------------------------ * 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}) The function `rtoldefault` exists, but no method is defined for this combination of argument types. Closest candidates are: rtoldefault(::Union{Type{T}, T}, !Matched::Union{Type{S}, S}, !Matched::Real) where {T<:Number, S<:Number} @ Base floatfuncs.jl:264 rtoldefault(!Matched::Type{T}) where T<:AbstractFloat @ Base floatfuncs.jl:262 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:265 [2] isapprox(x::Dual128, y::Dual128) @ Base ./floatfuncs.jl:220 [3] #_quantile#57 @ ~/.julia/packages/Statistics/gbcbG/src/Statistics.jl:1029 [inlined] [4] _quantile @ ~/.julia/packages/Statistics/gbcbG/src/Statistics.jl:1004 [inlined] [5] (::Statistics.var"#50#51"{Float64, Float64, SubArray{Dual128, 1, Matrix{Dual128}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}})(x::Float64) @ Statistics ~/.julia/packages/Statistics/gbcbG/src/Statistics.jl:970 [6] iterate @ ./generator.jl:48 [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:811 [8] collect_similar @ ./array.jl:720 [inlined] [9] map @ ./abstractarray.jl:3371 [inlined] [10] #quantile!#49 @ ~/.julia/packages/Statistics/gbcbG/src/Statistics.jl:970 [inlined] [11] quantile! @ ~/.julia/packages/Statistics/gbcbG/src/Statistics.jl:964 [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 ./essentials.jl: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 @ ./reduce.jl:48 [inlined] [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:532 [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:561 [24] sum @ ./reduce.jl:561 [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 @ ./sysimg.jl:38 [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) @ Main ./sysimg.jl:38 [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 289.87s ERROR: LoadError: Package FinancialMonteCarlo errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.11/Pkg/src/Types.jl:68 [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/v1.11/Pkg/src/Operations.jl:2124 [3] test @ /opt/julia/share/julia/stdlib/v1.11/Pkg/src/Operations.jl:2007 [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::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.11/Pkg/src/API.jl:481 [5] test(pkgs::Vector{Pkg.Types.PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.11/Pkg/src/API.jl:159 [6] test @ /opt/julia/share/julia/stdlib/v1.11/Pkg/src/API.jl:147 [inlined] [7] #test#74 @ /opt/julia/share/julia/stdlib/v1.11/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 367.28s: package tests unexpectedly errored