Bug List

Class BPSBasketCalculator
This class must still be checked. It is not guaranteed to yield the right results.

Class CoxIngersollRoss
This class was not tested enough to guarantee its functionality.

Class ExtendedCoxIngersollRoss
This class was not tested enough to guarantee its functionality.

Class FdDividendAmericanOption
sometimes yields negative vega when deeply in-the-money

method impliedVolatility() utterly fails

Class G2
This class was not tested enough to guarantee its functionality.

Class LocalVolSurface
This class is untested, probably unreliable.

Class MCAmericanBasketEngine
This engine does not yet work for put options. More problems might surface.

Member impliedVolatility (double price, double accuracy=1.0e-4, Size maxEvaluations=100, double minVol=QL_MIN_VOLATILITY, double maxVol=QL_MAX_VOLATILITY) const
run-time crashes are possible with the Borland compiler

Member sensitivity (int basis=2) const
This method must still be checked. It is not guaranteed to yield the right results.

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