[Rquantlib-commits] r315 - pkg/RQuantLib/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Apr 4 00:03:19 CEST 2011
Author: edd
Date: 2011-04-04 00:03:18 +0200 (Mon, 04 Apr 2011)
New Revision: 315
Modified:
pkg/RQuantLib/tests/RQuantlib.Rout.save
Log:
re-reverting the last change -- Linux gives two decimals, Windows three. C'est la vie -- but R-devel passes with three
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 21:49:11 UTC (rev 314)
+++ pkg/RQuantLib/tests/RQuantlib.Rout.save 2011-04-03 22:03:18 UTC (rev 315)
@@ -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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