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Re: Swap evaluation problem

Posted by Luigi Ballabio on Aug 05, 2008; 1:56pm
URL: http://quantlib.414.s1.nabble.com/Swap-evaluation-problem-tp6406p6407.html

On Mon, 2008-08-04 at 16:33 -0700, Nathan Abbott wrote:
> When I compile and run the swap example from QuantLib 0.9.5 with boost
> 1.34.1 or boost 1.35.0 and with Visual Studio 2005 I get the following
> output.
> [...]
> The first six results are different. The 5-years, 1-year forward swap
> with the swap rate a 4.43% results are way off.

You're right--thanks for the heads-up. I've pulled 0.9.5 from the
download page until I figure out what's happening.

Later,
        Luigi

--

Never mistake motion for action.
-- Ernest Hemingway



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