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From: <no...@so...> - 2002-01-24 06:19:26
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Bugs item #507850, was opened at 2002-01-23 22:19 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: QuantlibPython IV func crashes python Initial Comment: When the impl vol call is made with a value less than or equal to parity (which is often the case for bids in the marketplace), The Quantlibc.so library crashes which crashes my python process as well. This should have some boundary checking and return 0 or -1 if it is outside the boundaries. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740 |