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[ quantlib-Bugs-507850 ] QuantlibPython IV func crashes python

Posted by SourceForge.net on Jan 24, 2002; 4:33am
URL: http://quantlib.414.s1.nabble.com/quantlib-Bugs-507850-QuantlibPython-IV-func-crashes-python-tp9989.html

Bugs item #507850, was opened at 2002-01-23 22:19
You can respond by visiting:
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: QuantlibPython IV func crashes python

Initial Comment:

When the impl vol call is made with a value less
than or equal to parity (which is often the case for
bids in the marketplace), The Quantlibc.so library
crashes which crashes my python process as well.

This should have some boundary checking and return
0 or -1 if it is outside the boundaries.




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You can respond by visiting:
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740