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| ID | Project | Category | View Status | Date Submitted | Last Update | |
| 0000228 | jquantlib | [All Projects] tests | public | 2009-03-02 23:40 | 2009-10-31 22:49 | |
| Reporter | Richard Gomes | |||||
| Assigned To | Richard Gomes | |||||
| Priority | high | Severity | minor | Reproducibility | have not tried | |
| Status | resolved | Resolution | fixed | |||
| Platform | OS | OS Version | ||||
| Product Version | ||||||
| Target Version | 0.1.3 | Fixed in Version | 0.1.3 | |||
| Summary | 0000228: Translate EuropeanOptionTest.testGreekValues | |||||
| Description | Translate EuropeanOptionTest.testGreekValues Please open children issues if this test case fails. Thanks | |||||
| Tags | No tags attached. | |||||
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(0000298) Ueli Hofstetter (developer) 2009-03-25 19:25 |
done. all tests pass. |
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(0000319) Richard Gomes (manager) 2009-06-16 14:12 |
Failed tests: testHaugValues(org.jquantlib.testsuite.instruments.BarrierOptionTest) testGreekValues(org.jquantlib.testsuite.instruments.EuropeanOptionTest) testGreeks(org.jquantlib.testsuite.instruments.EuropeanOptionTest) Please involve more people to help on this issue. This is not the first time we have problems with theta() and it's not clear what is happening exactly. Thanks |
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(0000352) Ueli Hofstetter (developer) 2009-06-24 23:16 |
this is an issue of the incorrect use of the evaluation date. once the evaluation date is set using settings.setEvaluationDate(...), the pricingenes (or at least some of them) don't pick up the new information. since there's some work going on regarding date/calender stuff it seems more useful to assign this task to someone who is more involved in this topic (or has written the original implementation) |
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(0000599) Richard Gomes (manager) 2009-10-31 22:47 |
done |
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Issue History |
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| Date Modified | Username | Field | Change |
| 2009-03-02 23:40 | Richard Gomes | New Issue | |
| 2009-03-02 23:40 | Richard Gomes | Issue Monitored: Richard Gomes | |
| 2009-03-24 18:00 | Ueli Hofstetter | Status | new => assigned |
| 2009-03-24 18:00 | Ueli Hofstetter | Assigned To | => Ueli Hofstetter |
| 2009-03-25 19:25 | Ueli Hofstetter | Note Added: 0000298 | |
| 2009-03-25 19:26 | Ueli Hofstetter | Status | assigned => resolved |
| 2009-03-25 19:26 | Ueli Hofstetter | Resolution | open => fixed |
| 2009-06-16 14:12 | Richard Gomes | Note Added: 0000319 | |
| 2009-06-16 14:12 | Richard Gomes | Status | resolved => feedback |
| 2009-06-16 14:12 | Richard Gomes | Resolution | fixed => reopened |
| 2009-06-24 23:16 | Ueli Hofstetter | Note Added: 0000352 | |
| 2009-06-24 23:17 | Ueli Hofstetter | Status | feedback => assigned |
| 2009-06-24 23:17 | Ueli Hofstetter | Assigned To | Ueli Hofstetter => Richard Gomes |
| 2009-06-27 00:00 | Richard Gomes | Priority | normal => high |
| 2009-10-31 22:47 | Richard Gomes | Note Added: 0000599 | |
| 2009-10-31 22:47 | Richard Gomes | Status | assigned => resolved |
| 2009-10-31 22:47 | Richard Gomes | Fixed in Version | => 0.1.3 |
| 2009-10-31 22:47 | Richard Gomes | Resolution | reopened => fixed |
| 2009-10-31 22:49 | Richard Gomes | Relationship added | related to 0000250 |
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Issue History |
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