JQuantLib

Write test case on BlackVarianceSurface

Bug #1209530 reported by Administrator
6
This bug affects 1 person
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JQuantLib
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Bug Description

Write test case on BlackVarianceSurface

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Relationships
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child of http://bugs.launchpad.net/bugs/jquantlib-195

Tags: tests
Revision history for this message
Ueli Hofstetter (hofi85) wrote :

all day long assigning tasks to you richard. sorry ;-).

this is related to the out-commented termstructure tests. please let me know if i can help.

cheers

Revision history for this message
Richard Gomes (frgomes) wrote :

back to the pot

Revision history for this message
Richard Gomes (frgomes) wrote :

Kicked to v0.1.4

QuantLib 0.9.7 does not have any test case which calls BlackVarianceSurface.

At the moment, this class is only called by sample VolatilityTermStructures.

Richard Gomes

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