TermStructureTests commented out

Bug #1209689 reported by Ueli Hofstetter
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
In Progress
High
Richard Gomes

Bug Description

The TermStructureTests are commented out. Why???

Related issue: the TermStructure tests are the only tests in quantlib which cover termstructures. so if the first step is to rewrite quantlib, implementing testcases for other stuff, eg. the BlackVarianceSurface (no direct test in quantlib), is imho a little bit inconsistent since it usually gets tested implicity in another unit.

Proposed approach: fix the termstructure tests and postpone the other tests to a latter release. any suggestions???

thx

ueli

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Relationships
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parent of http://bugs.launchpad.net/bugs/jquantlib-13

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

Kicked to 0.1.5

Revision history for this message
Q Boiler (q.boiler) wrote :

Please give a status update for this issue.
This may need to be bumped, or possibly put back into the pool.

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

Let's analyze properly after 0.2.5 release.

I don't remember what was the context which leaded to report this issue.
If it was related to Bonds, we will have Bonds implemented anyway til 0.2.5.
If not, we will find the reason after 0.2.5.

Revision history for this message
Q Boiler (q.boiler) wrote :

This is a parent of issue 13.
But issue 13 has a target release of 0.3.0
Therefore, we may want to do one the following:
A. Add issue 13 to 0.2.5
B. Move this issue to a target of 0.3.0
C. Separate the 2 issues and clarify this.

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

We'd better kick this one to a future release.
Let's focus on bonds and what immediately affects bonds.

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