1bug(3)                             QuantLib                             bug(3)
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NAME

6       bug - Known Bugs
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9       Class AssetSwap
10           fair prices are not calculated correctly when using indexed
11           coupons.
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13       Class BlackCalculator
14           When the variance is null, division by zero occur during the
15           calculation of delta, delta forward, gamma, gamma forward, rho,
16           dividend rho, vega, and strike sensitivity.
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18       Class CompoundForward
19           swap rates are not reproduced exactly when using indexed coupons.
20           Apparently, some assumption about the swap fixings is hard-coded
21           into the bootstrapping algorithm.
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23       Class CoxIngersollRoss
24           this class was not tested enough to guarantee its functionality.
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26       Class ExtendedCoxIngersollRoss
27           this class was not tested enough to guarantee its functionality.
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29       Class G2
30           This class was not tested enough to guarantee its functionality.
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32       Class HullWhite
33           When the term structure is relinked, the r0 parameter of the
34           underlying Vasicek model is not updated.
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36       Class LocalVolSurface
37           this class is untested, probably unreliable.
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39       Class MarketModelCapFloorEngine
40           This engine is not yet working correctly (results are off the
41           expected ones.)
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43       Class MultiCubicSpline
44           cannot interpolate at the grid points on the boundary surface of
45           the N-dimensional region
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47       Member FDDividendAmericanEngine
48           results are not overly reliable.
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50       Member FDDividendAmericanEngine
51           method impliedVolatility() utterly fails
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53       Member FDDividendShoutEngine
54           results are not overly reliable.
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56Version 0.8.1                     29 Oct 2007                           bug(3)
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