1bug(3)                             QuantLib                             bug(3)
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NAME

6       bug - .TH "bug" 3 "Thu Aug 19 2010" "Version 1.0.1" "QuantLib"
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NAME

9       bug -
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11       Class AssetSwap
12           fair prices are not calculated correctly when using indexed
13           coupons.
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15       Class BlackCalculator
16           When the variance is null, division by zero occur during the
17           calculation of delta, delta forward, gamma, gamma forward, rho,
18           dividend rho, vega, and strike sensitivity.
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20       Class CapHelper
21           This helper does not register with the passed IBOR index and with
22           the evaluation date. Furthermore, the ATM strike rate is not
23           recalculated when any of its observables change.
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25       Class CoxIngersollRoss
26           this class was not tested enough to guarantee its functionality.
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28       Class ExtendedCoxIngersollRoss
29           this class was not tested enough to guarantee its functionality.
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31       Class G2
32           This class was not tested enough to guarantee its functionality.
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34       Class HullWhite
35           When the term structure is relinked, the r0 parameter of the
36           underlying Vasicek model is not updated.
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38       Class HybridHestonHullWhiteProcess
39           This class was not tested enough to guarantee its functionality...
40           work in progress
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42       Class InterpolatedYoYOptionletStripper< Interpolator1D >
43           Tests currently fail.
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45       Class KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >
46           Tests currently fail.
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48       Class LocalVolSurface
49           this class is untested, probably unreliable.
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51       Class MultiCubicSpline< i >
52           cannot interpolate at the grid points on the boundary surface of
53           the N-dimensional region
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55       Class SwaptionHelper
56           This helper does not register with the passed IBOR index and with
57           the evaluation date. Furthermore, the ATM exercise rate is not
58           recalculated when any of its observables change.
59
60Version 1.0.1                   Thu Aug 19 2010                         bug(3)
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