Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[15403] trunk/QuantLib

[Ferdinando A. <na...@am...>]

On Wed, Aug 20, 2008 at 12:40 PM,  <lba...@us...> wrote:
> Log Message:
> -----------
> Added experimental CDO implementation (thanks to Roland Lichters)

the unit-test fails on Windows XP SP2, VC8 SP1, boost 1.36:

1>Testing CDO premiums against Hull-White values...
1>./cdo.cpp(173): error in "CdoTest::testHW": tolerance 0.03|2
exceeded in: 0.10 -1 -1  0.06  0.10       93       89     3.60    4.0
1

ciao -- Nando