bug man page

bug — Known Bugs

Class AssetSwap
fair prices are not calculated correctly when using indexed coupons.
Class BlackCalculator
When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity.
Class CoxIngersollRoss
this class was not tested enough to guarantee its functionality.
Class ExtendedCoxIngersollRoss
this class was not tested enough to guarantee its functionality.
Class G2
This class was not tested enough to guarantee its functionality.
Class HullWhite
When the term structure is relinked, the r0 parameter of the underlying Vasicek model is not updated.
Class HybridHestonHullWhiteProcess
This class was not tested enough to guarantee its functionality... work in progress
Class InterpolatedYoYOptionletStripper< Interpolator1D >
Tests currently fail.
Class KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >
Tests currently fail.
Class LocalVolSurface
this class is untested, probably unreliable.
Class MultiCubicSpline< i >
cannot interpolate at the grid points on the boundary surface of the N-dimensional region

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib