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From: Georgy J. <geo...@gm...> - 2008-08-24 08:14:15
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I did not see this error being posted yet: ./optionletstripper.cpp(361): fatal error in "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)": option tenor: 20Y strike: 4.000000 % stripped vol price: 8.178939 % constant vol price: 8.180508 % error: 0.001569 % tolerance: 0.001500 % I think the error was not present in QuantLib 0.9.5. Regards, Georgy |