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From: Matt F. <mat...@gm...> - 2011-09-17 21:49:17
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I noticed this in the tests: Testing consistency between fair price and fair spread... assetswap.cpp(181): fatal error in "QuantLib::detail::quantlib_test_case(&AssetSwapTest::testConsistency)": par asset swap fair clean price doesn't zero the NPV: clean price: 95.0000 fair clean price: 107.0805 NPV: 24.1511 tolerance: 0.0000 This is the only test that fails. Matt |