JQuantLib

ConvertibleBondTest.testBond fails in JDK 7

Bug #1210007 reported by Ruslan Khafizov
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
In Progress
Medium
Richard Gomes

Bug Description

Under Ubuntu 11.10 Oracle jdk1.7.0 and jdk1.7.0_01 always get following test regression.
java.lang.AssertionError: failed to reproduce fixed-coupon bond price:
    calculated: 149.40857422869476
    expected: 95.0512826853826
    error: 54.35729154331216
 at org.junit.Assert.fail(Assert.java:74)
 at org.jquantlib.testsuite.instruments.ConvertibleBondTest.testBond(ConvertibleBondTest.java:267)

Tags: tests
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