Dear all,
I am currently looking at the capstripper in QL test-suite. Regarding
the tests performed on the capstripper I would like to know if there is a
particular reason why the matrix the capstripper is tested on does not include
ATM strikes. Furthermore the capstripper header includes two more test cases.
Will these test cases be included in the future? At last, please allow me to
remark that it would also be very helpful to include a test case of pricing a
cap using the capstripper.
Many thanks in advance.
Best regards,
Laurent
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