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From: Ferdinando A. <na...@am...> - 2008-03-12 10:56:10
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On Tue, Mar 11, 2008 at 6:15 PM, Simon Ibbotson <Sim...@st...> wrote: > I think I've found a bug – the test suite is generating errors on my PC > under the debug build (but not under release). > [...] > I've tracked them down to a code point in the test file > assetswap.cpp, where the code is determining the floor on a CMS bond rate > and the SmileSection class is not initializing the exerciseTime_ member > variable. thank you very much for the bug report, it was very clear and straight to the point. I've fixed the bug in Revision 14563. I would appreciate if you could double check that i've solved the issue. I prefer not to think about what was going on in Release mode when exreciseTime_ was not initialized to zero... probably my production code was accessing the SmileSection using the volatility inspector, not the variance one... ciao -- Nando |