Asset swap test error

Posted by Matt Fair on Sep 17, 2011; 9:49pm
URL: http://quantlib.414.s1.nabble.com/Asset-swap-test-error-tp9280.html

I noticed this in the tests:

Testing consistency between fair price and fair spread...
assetswap.cpp(181): fatal error in "QuantLib::detail::quantlib_test_case(&AssetSwapTest::testConsistency)": 
par asset swap fair clean price doesn't zero the NPV: 
  clean price:      95.0000
  fair clean price: 107.0805
  NPV:              24.1511
  tolerance:        0.0000

This is the only test that fails.

Matt

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