Failing tests with QuantLib / QuantLib-Risks-Cpp

[auto-differentiation-dev]

Description

With the recent changes in XAD (and possibly QuantLib), some tests started failing in the QuantLib test suite when XAD types were used (without actually calculating derivatives), on MacOS. See this CI Build in the QuantLib-Risks-Cpp repository for details.

To Reproduce

Build QuantLib-Risks-Cpp following the documented instructions on MacOS and run the test suite.

The test QuantLibTests/BasketOptionTests/testAccurateAmericanBasketOptions fails, giving wrong results.

Expected behaviour

All tests should pass.

Additional context

The same test works fine in Linux, so this must be some Mac-specific code path / library call.