Open reumle opened 2 years ago
Hi, I have just downloaded the package and run test in a clean environment. All tests pass but the last one. I am on Julia 1.6.1.
If I replay the swaptions.jl file , I get this error
swaptions.jl
julia> QuantLib.Math.is_close(npv(bermudanSwaption), 14.11010300956427) false
due to
npv(bermudanSwaption) 14.110397004348162
Where do you think is the problem? with the npv(bermudanSwaption) code , or with the test constant?
npv(bermudanSwaption)
Hi, I have just downloaded the package and run test in a clean environment. All tests pass but the last one. I am on Julia 1.6.1.
If I replay the
swaptions.jlfile , I get this errordue to
Where do you think is the problem? with the
npv(bermudanSwaption)code , or with the test constant?