Posted by
Ferdinando M. Ametrano-3 on
Mar 12, 2008; 10:56am
URL: http://quantlib.414.s1.nabble.com/test-suite-error-tp11699p11700.html
On Tue, Mar 11, 2008 at 6:15 PM, Simon Ibbotson
<
[hidden email]> wrote:
> I think I've found a bug – the test suite is generating errors on my PC
> under the debug build (but not under release).
> [...]
> I've tracked them down to a code point in the test file
> assetswap.cpp, where the code is determining the floor on a CMS bond rate
> and the SmileSection class is not initializing the exerciseTime_ member
> variable.
thank you very much for the bug report, it was very clear and straight
to the point. I've fixed the bug in Revision 14563. I would appreciate
if you could double check that i've solved the issue. I prefer not to
think about what was going on in Release mode when exreciseTime_ was
not initialized to zero... probably my production code was accessing
the SmileSection using the volatility inspector, not the variance
one...
ciao -- Nando
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