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QuantLib is a cross-platform, free/open-source quantitative finance C++ | ||
library for modeling, pricing, trading, and risk management in real-life. | ||
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Version 1.1 has been released and is available for download at | ||
<http://quantlib.org/download.shtml>. | ||
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Please log any problems you have with this release in the SourceForge | ||
bug tracker at | ||
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> | ||
specifying that you're using QuantLib 1.1. | ||
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The QuantLib group | ||
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Ferdinando Ametrano, Banca IMI SpA, administrator | ||
Luigi Ballabio, StatPro Italia srl, administrator | ||
Marco Bianchetti, Banca IMI SpA | ||
Nicolas Di C�sar� | ||
Dirk Eddelbuettel | ||
Neil Firth, Mathematical Institute, University of Oxford | ||
Nicola Jean, StatPro Italia srl | ||
Chris Kenyon | ||
Roland Lichters | ||
Marco Marchioro, StatPro Italia srl | ||
Klaus Spanderen | ||
Joseph Wang |
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The QuantLib reference manual contains a list of allegedly known bugs | ||
(see <http://quantlib.org/reference/bug.html>.) | ||
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We're looking to volunteers to help us verify them. Your mission, | ||
should you accept it, is to check the bugs (details later) and add | ||
the legitimate ones to the Sourceforge bug tracker at | ||
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> | ||
so that they can be fixed. | ||
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Offering to provide a patch is welcome, but not necessary---the aim at | ||
this time is just to have them filed in the tracker. Karma points will | ||
go to those that file the bugs using their Sourceforge username | ||
instead of doing it anonymously. | ||
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As for the bugs: | ||
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- some of them were reproduced; for instance, the AssetSwap test cases | ||
would fail if run with QL_USE_INDEXED_COUPON defined. In this case, | ||
the only step needed is to file the bug with a reference to the test | ||
cases. | ||
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- some of them generically state that "the results are not | ||
reliable". Each such class should be stress-tested with different | ||
input values and the results should be checked (Greeks can be tested | ||
numerically; values can be tested against known good values.) For | ||
each class, a bug should be filed in the tracker including the input | ||
values that yield bad results (or better yet, the code triggering | ||
them.) | ||
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- some of them generically state that "the class was not tested | ||
enough" or some such wording. For each such class, please reply to | ||
the list if you used it and found that it gives decent results. | ||
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- the remaining bugs pinpoint a particular failure. Each should be | ||
reproduced (if still present) and filed in the bug tracker together | ||
with the code triggering the error. If the bug cannot be reproduced, | ||
post a message to the list. | ||
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