Hi all,
the QuantLib reference manual contains a list of allegedly known bugs
(see <
http://quantlib.org/reference/bug.html>.) Your mission, should
you accept it, is to verify the bugs (details later) and add them to the
bug tracker so that hopefully they can be fixed for release 1.0.
Anybody wanting to contribute can reply to the mailing list. Offering
to provide a patch are welcome, but not necessary---my aim at this time
is just to have them filed in the tracker. Karma points will go to those
that file the bugs using their Sourceforge username instead of doing
that anonymously.
As for the bugs:
- some of them were reproduced, e.g., the CompoundForward one; the
corresponding test-suite would fail if run with QL_USE_INDEXED_COUPON
defined (the test cases are currently disabled in that case.) In this
case, the only step needed is to file the bug with a reference to the
test cases.
- some of them generically state that "the results are not reliable".
Each such class should be stress-tested with different input values and
the results should be checked (Greeks can be tested numerically; values
can be tested against known good values.) For each class, a bug should
be failed in the tracker including the input values that yield bad
results (or better yet, the code triggering them.)
- some of them generically state that "the class was not tested enough"
or some such wording. For each such class, please reply to the list if
you used it and found that it gives decent results.
- a couple of them state that the code does not compile with Borland. As
we dropped support for that compiler, those can be neglected.
- the remaining bugs pinpoint a particular failure. Each should be
reproduced and filed in the bug tracker together with the code
triggering the error.
Thanks in advance,
Luigi
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