PATH=/usr/bin:/bin:/home/fly1600/var/megalib/bin Start 2015-04-25T02:04:00 ActivePerl-1600 CPAN-2.00 Reading '/home/fly1600/var/cpan/Metadata' Database was generated on Sat, 25 Apr 2015 05:41:02 GMT Running make for B/BI/BINARY/VolSurface-Utils-1.01.tar.gz Fetching with LWP: http://cpan.nas1.activestate.com/authors/id/B/BI/BINARY/VolSurface-Utils-1.01.tar.gz Fetching with LWP: http://cpan.nas1.activestate.com/authors/id/B/BI/BINARY/CHECKSUMS Checksum for /home/fly1600/var/cpan/sources/authors/id/B/BI/BINARY/VolSurface-Utils-1.01.tar.gz ok VolSurface-Utils-1.01/ VolSurface-Utils-1.01/.travis.yml VolSurface-Utils-1.01/Changes VolSurface-Utils-1.01/cpanfile VolSurface-Utils-1.01/ignore.txt VolSurface-Utils-1.01/lib/ VolSurface-Utils-1.01/lib/VolSurface/ VolSurface-Utils-1.01/lib/VolSurface/Utils.pm VolSurface-Utils-1.01/LICENSE VolSurface-Utils-1.01/Makefile.PL VolSurface-Utils-1.01/MANIFEST VolSurface-Utils-1.01/META.json VolSurface-Utils-1.01/META.yml VolSurface-Utils-1.01/README VolSurface-Utils-1.01/README.md VolSurface-Utils-1.01/t/ VolSurface-Utils-1.01/t/00-load.t VolSurface-Utils-1.01/t/manifest.t VolSurface-Utils-1.01/t/pod-coverage.t VolSurface-Utils-1.01/t/pod.t VolSurface-Utils-1.01/t/Utils.t VolSurface-Utils-1.01/VolSurface-Utils-1.00.tar.gz VolSurface-Utils-1.01/xt/ VolSurface-Utils-1.01/xt/boilerplate.t CPAN.pm: Building B/BI/BINARY/VolSurface-Utils-1.01.tar.gz >>> /home/fly1600/ap1600/bin/perl-static Makefile.PL Checking if your kit is complete... Looks good Generating a Unix-style Makefile Writing Makefile for VolSurface::Utils Writing MYMETA.yml and MYMETA.json >>> make cp lib/VolSurface/Utils.pm blib/lib/VolSurface/Utils.pm Manifying 1 pod document BINARY/VolSurface-Utils-1.01.tar.gz make -- OK Running make test >>> make test TEST_VERBOSE=1 PERL_DL_NONLAZY=1 "/home/fly1600/ap1600/bin/perl-static" "-MExtUtils::Command::MM" "-MTest::Harness" "-e" "undef *Test::Harness::Switches; test_harness(1, 'blib/lib', 'blib/arch')" t/*.t # Testing VolSurface::Utils 1.01, Perl 5.016000, /home/fly1600/ap1600/bin/perl-static t/00-load.t ....... ok 1 - use VolSurface::Utils; 1..1 ok t/manifest.t ...... skipped: Author tests not required for installation t/pod-coverage.t .. skipped: Author tests not required for installation t/pod.t ........... skipped: Author tests not required for installation t/Utils.t ......... 1..11 # Subtest: get_delta_for_strike 1..3 ok 1 - throws exception when args is undef ok 2 - can calculate premium_adjusted delta ok 3 - can calculate non-premium_adjusted delta ok 1 - get_delta_for_strike # Subtest: get_strike_for_spot_delta 1..7 ok 1 - throws exception when args is undef ok 2 - can calculate strike for a premium adjusted delta for CALL ok 3 - Throws exception for deltas out of [0,1] ok 4 - can calculate strike for a non premium adjusted delta for CALL ok 5 - can calculate strike for a premium adjusted delta for PUT ok 6 - can calculate strike for a non premium adjusted delta for PUT ok 7 - throws exception if you try to calculate strike for anything except for VANILLA_CALL & VANILLA_PUT ok 2 - get_strike_for_spot_delta # Subtest: get_ATM_strike_for_spot_delta 1..3 ok 1 - throws exception when args is undef ok 2 - can calculate ATM strike for premium adjusted delta ok 3 - can calculate ATM strike for non premium adjusted delta ok 3 - get_ATM_strike_for_spot_delta # Subtest: get_moneyness_for_strike 1..3 ok 1 - throws exception when args is undef ok 2 - can calculate moneyness point for a given strike and spot ok 3 - correct moneyness calculation ok 4 - get_moneyness_for_strike # Subtest: get_strike_for_moneyness 1..3 ok 1 - throws exception when args is undef ok 2 - can calculate strike for a given spot and moneyness ok 3 - correct strike calculation ok 5 - get_strike_for_moneyness # Subtest: get_2vol_butterfly 1..5 ok 1 - Didn't ask to convert to 1_vol. ok 2 - Can get equivalent butterfly from premiumd adjused delta ok 3 - correct premium_adjusted butterfly ok 4 - Can get equivalent butterfly from premiumd adjused delta ok 5 - correct non_premium_adjusted butterfly ok 6 - get_2vol_butterfly # Subtest: get_2vol_butterfly castagna 1..2 ok 1 - can calculate non_premium_adjusted butterfly ok 2 - Equivalent vega-weighted butterfly is 0.5116 %. ok 7 - get_2vol_butterfly castagna # Subtest: get_1vol_butterfly 1..4 ok 1 - Didn't ask to convert to 1_vol. ok 2 - can calculate 1vol butterfly with bf_style = 2vol ok 3 - correct value of 1vol butterfly ok 4 - can calculate 1vol butterfly with bf_style = 1vol ok 8 - get_1vol_butterfly # Subtest: Premium adjusted delta. 1..126 ok 1 - Can get call,put and ATM vol from the premium adjusted surface ok 2 - Can get ATM strike from premium adjusted delta ok 3 - Can get call strike from premium adjusted delta ok 4 - Can get put strike from premium adjusted delta ok 5 - For 365 days , the ATM strike from premium adjusted delta is 105.74 and we are getting 105.74 ok 6 - For 365 days , the call strike from premium adjusted delta is 112.78 and we are getting 112.78 ok 7 - For 365 days , the put strike from premium adjusted delta is 97.73 and we are getting 97.73 ok 8 - Can get call,put and ATM vol from the non premium adjusted surface ok 9 - Can get ATM strike from non premium adjusted delta ok 10 - Can get call strike from non premium adjusted delta ok 11 - Can get put strike from premium adjusted delta ok 12 - For 365 days , the ATM strike from non premium adjusted delta is 106.86 and we are getting 106.86 ok 13 - For 365 days , the call strike from non premium adjusted delta is 113.16 and we are getting 113.16 ok 14 - For 365 days , the put strike from non premium adjusted delta is 98.55 and we are getting 98.55 ok 15 - Can get call,put and ATM vol from the premium adjusted surface ok 16 - Can get ATM strike from premium adjusted delta ok 17 - Can get call strike from premium adjusted delta ok 18 - Can get put strike from premium adjusted delta ok 19 - For 182 days , the ATM strike from premium adjusted delta is 105.2 and we are getting 105.20 ok 20 - For 182 days , the call strike from premium adjusted delta is 110.42 and we are getting 110.42 ok 21 - For 182 days , the put strike from premium adjusted delta is 99.29 and we are getting 99.29 ok 22 - Can get call,put and ATM vol from the non premium adjusted surface ok 23 - Can get ATM strike from non premium adjusted delta ok 24 - Can get call strike from non premium adjusted delta ok 25 - Can get put strike from premium adjusted delta ok 26 - For 182 days , the ATM strike from non premium adjusted delta is 105.81 and we are getting 105.81 ok 27 - For 182 days , the call strike from non premium adjusted delta is 110.63 and we are getting 110.63 ok 28 - For 182 days , the put strike from non premium adjusted delta is 99.71 and we are getting 99.71 ok 29 - Can get call,put and ATM vol from the premium adjusted surface ok 30 - Can get ATM strike from premium adjusted delta ok 31 - Can get call strike from premium adjusted delta ok 32 - Can get put strike from premium adjusted delta ok 33 - For 273 days , the ATM strike from premium adjusted delta is 105.45 and we are getting 105.45 ok 34 - For 273 days , the call strike from premium adjusted delta is 111.63 and we are getting 111.63 ok 35 - For 273 days , the put strike from premium adjusted delta is 98.41 and we are getting 98.41 ok 36 - Can get call,put and ATM vol from the non premium adjusted surface ok 37 - Can get ATM strike from non premium adjusted delta ok 38 - Can get call strike from non premium adjusted delta ok 39 - Can get put strike from premium adjusted delta ok 40 - For 273 days , the ATM strike from non premium adjusted delta is 106.3 and we are getting 106.30 ok 41 - For 273 days , the call strike from non premium adjusted delta is 111.93 and we are getting 111.93 ok 42 - For 273 days , the put strike from non premium adjusted delta is 99.02 and we are getting 99.02 ok 43 - Can get call,put and ATM vol from the premium adjusted surface ok 44 - Can get ATM strike from premium adjusted delta ok 45 - Can get call strike from premium adjusted delta ok 46 - Can get put strike from premium adjusted delta ok 47 - For 7 days , the ATM strike from premium adjusted delta is 104.79 and we are getting 104.79 ok 48 - For 7 days , the call strike from premium adjusted delta is 105.89 and we are getting 105.89 ok 49 - For 7 days , the put strike from premium adjusted delta is 103.59 and we are getting 103.59 ok 50 - Can get call,put and ATM vol from the non premium adjusted surface ok 51 - Can get ATM strike from non premium adjusted delta ok 52 - Can get call strike from non premium adjusted delta ok 53 - Can get put strike from premium adjusted delta ok 54 - For 7 days , the ATM strike from non premium adjusted delta is 104.81 and we are getting 104.81 ok 55 - For 7 days , the call strike from non premium adjusted delta is 105.9 and we are getting 105.90 ok 56 - For 7 days , the put strike from non premium adjusted delta is 103.6 and we are getting 103.60 ok 57 - Can get call,put and ATM vol from the premium adjusted surface ok 58 - Can get ATM strike from premium adjusted delta ok 59 - Can get call strike from premium adjusted delta ok 60 - Can get put strike from premium adjusted delta ok 61 - For 91 days , the ATM strike from premium adjusted delta is 104.98 and we are getting 104.98 ok 62 - For 91 days , the call strike from premium adjusted delta is 108.69 and we are getting 108.69 ok 63 - For 91 days , the put strike from premium adjusted delta is 100.75 and we are getting 100.75 ok 64 - Can get call,put and ATM vol from the non premium adjusted surface ok 65 - Can get ATM strike from non premium adjusted delta ok 66 - Can get call strike from non premium adjusted delta ok 67 - Can get put strike from premium adjusted delta ok 68 - For 91 days , the ATM strike from non premium adjusted delta is 105.29 and we are getting 105.29 ok 69 - For 91 days , the call strike from non premium adjusted delta is 108.81 and we are getting 108.81 ok 70 - For 91 days , the put strike from non premium adjusted delta is 100.95 and we are getting 100.95 ok 71 - Can get call,put and ATM vol from the premium adjusted surface ok 72 - Can get ATM strike from premium adjusted delta ok 73 - Can get call strike from premium adjusted delta ok 74 - Can get put strike from premium adjusted delta ok 75 - For 14 days , the ATM strike from premium adjusted delta is 104.8 and we are getting 104.80 ok 76 - For 14 days , the call strike from premium adjusted delta is 106.3 and we are getting 106.30 ok 77 - For 14 days , the put strike from premium adjusted delta is 103.15 and we are getting 103.15 ok 78 - Can get call,put and ATM vol from the non premium adjusted surface ok 79 - Can get ATM strike from non premium adjusted delta ok 80 - Can get call strike from non premium adjusted delta ok 81 - Can get put strike from premium adjusted delta ok 82 - For 14 days , the ATM strike from non premium adjusted delta is 104.85 and we are getting 104.85 ok 83 - For 14 days , the call strike from non premium adjusted delta is 106.32 and we are getting 106.32 ok 84 - For 14 days , the put strike from non premium adjusted delta is 103.18 and we are getting 103.18 ok 85 - Can get call,put and ATM vol from the premium adjusted surface ok 86 - Can get ATM strike from premium adjusted delta ok 87 - Can get call strike from premium adjusted delta ok 88 - Can get put strike from premium adjusted delta ok 89 - For 1 days , the ATM strike from premium adjusted delta is 104.77 and we are getting 104.77 ok 90 - For 1 days , the call strike from premium adjusted delta is 105.28 and we are getting 105.28 ok 91 - For 1 days , the put strike from premium adjusted delta is 104.23 and we are getting 104.23 ok 92 - Can get call,put and ATM vol from the non premium adjusted surface ok 93 - Can get ATM strike from non premium adjusted delta ok 94 - Can get call strike from non premium adjusted delta ok 95 - Can get put strike from premium adjusted delta ok 96 - For 1 days , the ATM strike from non premium adjusted delta is 104.78 and we are getting 104.78 ok 97 - For 1 days , the call strike from non premium adjusted delta is 105.29 and we are getting 105.29 ok 98 - For 1 days , the put strike from non premium adjusted delta is 104.23 and we are getting 104.23 ok 99 - Can get call,put and ATM vol from the premium adjusted surface ok 100 - Can get ATM strike from premium adjusted delta ok 101 - Can get call strike from premium adjusted delta ok 102 - Can get put strike from premium adjusted delta ok 103 - For 60 days , the ATM strike from premium adjusted delta is 104.91 and we are getting 104.91 ok 104 - For 60 days , the call strike from premium adjusted delta is 107.96 and we are getting 107.96 ok 105 - For 60 days , the put strike from premium adjusted delta is 101.44 and we are getting 101.44 ok 106 - Can get call,put and ATM vol from the non premium adjusted surface ok 107 - Can get ATM strike from non premium adjusted delta ok 108 - Can get call strike from non premium adjusted delta ok 109 - Can get put strike from premium adjusted delta ok 110 - For 60 days , the ATM strike from non premium adjusted delta is 105.12 and we are getting 105.12 ok 111 - For 60 days , the call strike from non premium adjusted delta is 108.04 and we are getting 108.04 ok 112 - For 60 days , the put strike from non premium adjusted delta is 101.57 and we are getting 101.57 ok 113 - Can get call,put and ATM vol from the premium adjusted surface ok 114 - Can get ATM strike from premium adjusted delta ok 115 - Can get call strike from premium adjusted delta ok 116 - Can get put strike from premium adjusted delta ok 117 - For 30 days , the ATM strike from premium adjusted delta is 104.84 and we are getting 104.84 ok 118 - For 30 days , the call strike from premium adjusted delta is 107 and we are getting 107.00 ok 119 - For 30 days , the put strike from premium adjusted delta is 102.37 and we are getting 102.37 ok 120 - Can get call,put and ATM vol from the non premium adjusted surface ok 121 - Can get ATM strike from non premium adjusted delta ok 122 - Can get call strike from non premium adjusted delta ok 123 - Can get put strike from premium adjusted delta ok 124 - For 30 days , the ATM strike from non premium adjusted delta is 104.95 and we are getting 104.95 ok 125 - For 30 days , the call strike from non premium adjusted delta is 107.04 and we are getting 107.04 ok 126 - For 30 days , the put strike from non premium adjusted delta is 102.43 and we are getting 102.43 ok 9 - Premium adjusted delta. # Subtest: get_strike_for_spot_delta 1..2 ok 1 - Strike is 97.4614, if premium is in JPY. ok 2 - Strike is 97.2213, if premium is in USD %. ok 10 - get_strike_for_spot_delta ok 11 - no warnings ok All tests successful. Files=5, Tests=12, 4 wallclock secs ( 0.03 usr 0.00 sys + 0.38 cusr 0.06 csys = 0.47 CPU) Result: PASS BINARY/VolSurface-Utils-1.01.tar.gz make test TEST_VERBOSE=1 -- OK Binary.com <binary@cpan.org> A class that handles several volatility related methods >>> (cd /home/fly1600/var/cpan/build/VolSurface-Utils-1.01-8_5c9F && tar cvf - VolSurface-Utils-1.01.ppd blib) | gzip -c >/home/fly1600/var/REPO/B/BI/BINARY/VolSurface-Utils-1.01.tar.gz VolSurface-Utils-1.01.ppd blib/ blib/lib/ blib/lib/VolSurface/ blib/lib/VolSurface/Utils.pm blib/man3/ blib/man3/VolSurface::Utils.3 >>> mv /home/fly1600/var/cpan/build/VolSurface-Utils-1.01-8_5c9F/VolSurface-Utils-1.01.ppd /home/fly1600/var/REPO/B/BI/BINARY VmSize: 136564 kB Finished 2015-04-25T02:04:10