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

[Ferdinando M. Ametrano-3]

On Wed, Aug 20, 2008 at 12:40 PM,  <[hidden email]> 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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[Roland Lichters-2]

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 <[hidden email]> wrote:

On Wed, Aug 20, 2008 at 12:40 PM,  <[hidden email]> 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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Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
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Build the coolest Linux based applications with Moblin SDK & win great prizes
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