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From: Tamas R S. <ta...@gm...> - 2006-04-08 01:16:04
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Hello All,
I've got the following error in the test suite for the stable 3.12 on
64bit.
I will check CVS and send the results as well.
Tamas
Testing analytic Heston engine against Black formula...
hestonmodel.cpp(296): fatal error in
"HestonModelTest::testAnalyticVsBlack": failed to reproduce Black price
calculated: 0.80067
expected: 0.80067
error: 7.889232e-08
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