Re: [Quantlib-users] Source of cached NPV for caps and floors

[Luigi B. <lui...@gm...>]

Hello Dale,
    I guess testCachedValue is just a test that figures don't change
(the behavior is tested in the rest of the suite) so they're probably
whatever values came out the first time the test was run...

Luigi

On Thu, Jan 26, 2012 at 10:08 PM, Smith, Dale <Dal...@fi...> wrote:
> After reading the source for the capfloor.cpp unit test, I realized there is
> no indication of how the cached values in CapFloorTest::testCachedValue are
> calculated. Ditto for the other hard-coded values in the other methods. Does
> anyone know the source for these calculations? I did a Google search to make
> sure this wasn’t answered already on the mailing list. I can’t find anything
> relevant, so pointers to any previous message threads are appreciated.
>