[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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