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

[Roland L. <rol...@go...>]

Hi all,I will have a look at the problem in the next week or two and make
the necessary fixes.
Best,
Roland

On Thu, Aug 21, 2008 at 2:55 PM, Ferdinando Ametrano <na...@am...>wrote:

> 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
>
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