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test error at test/swaptions.jl:93 #21

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reumle opened this issue Nov 12, 2021 · 0 comments
Open

test error at test/swaptions.jl:93 #21

reumle opened this issue Nov 12, 2021 · 0 comments

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@reumle
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reumle commented Nov 12, 2021

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

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?
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@reumle