[Rquantlib-commits] r312 - pkg/RQuantLib/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Apr 3 23:16:02 CEST 2011
Author: edd
Date: 2011-04-03 23:16:01 +0200 (Sun, 03 Apr 2011)
New Revision: 312
Modified:
pkg/RQuantLib/tests/RQuantlib.Rout.save
Log:
adjusted floating-rate bond clean and dirty prices to three decimals which is what the test now gives
Modified: pkg/RQuantLib/tests/RQuantlib.Rout.save
===================================================================
--- pkg/RQuantLib/tests/RQuantlib.Rout.save 2011-04-03 21:00:55 UTC (rev 311)
+++ pkg/RQuantLib/tests/RQuantlib.Rout.save 2011-04-03 21:16:01 UTC (rev 312)
@@ -260,8 +260,8 @@
+ iborIndex.params, discountCurve.flat, dateparams)
Concise summary of valuation for FloatingRateBond
Net present value : 80.54557
- clean price : 92.55
- dirty price : 92.55
+ clean price : 92.549
+ dirty price : 92.549
accrued coupon : 0
yield : 0.050517
cash flows :
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