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<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
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<div class="title">Known Bugs </div> </div>
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<dt>Class <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html">InterpolatedYoYOptionletStripper< Interpolator1D ></a> </dt>
<dd><a class="anchor" id="_bug000001"></a> Tests currently fail. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_k_interpolated_yo_y_optionlet_volatility_surface.html">KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D ></a> </dt>
<dd><a class="anchor" id="_bug000002"></a> Tests currently fail. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a> </dt>
<dd><a class="anchor" id="_bug000003"></a> fair prices are not calculated correctly when using indexed coupons. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_multi_cubic_spline.html">MultiCubicSpline< i ></a> </dt>
<dd><a class="anchor" id="_bug000004"></a> cannot interpolate at the grid points on the boundary surface of the N-dimensional region </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross.html">CoxIngersollRoss</a> </dt>
<dd><a class="anchor" id="_bug000005"></a> this class was not tested enough to guarantee its functionality. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_extended_cox_ingersoll_ross.html">ExtendedCoxIngersollRoss</a> </dt>
<dd><a class="anchor" id="_bug000006"></a> this class was not tested enough to guarantee its functionality. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a> </dt>
<dd><a class="anchor" id="_bug000007"></a> When the term structure is relinked, the r0 parameter of the underlying <a class="el" href="class_quant_lib_1_1_vasicek.html" title="Vasicek model class">Vasicek</a> model is not updated. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_g2.html">G2</a> </dt>
<dd><a class="anchor" id="_bug000008"></a> This class was not tested enough to guarantee its functionality. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a> </dt>
<dd><a class="anchor" id="_bug000009"></a> When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity. </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html">HybridHestonHullWhiteProcess</a> </dt>
<dd><a class="anchor" id="_bug000010"></a> This class was not tested enough to guarantee its functionality... work in progress </dd>
<dt>Class <a class="el" href="class_quant_lib_1_1_local_vol_surface.html">LocalVolSurface</a> </dt>
<dd><a class="anchor" id="_bug000011"></a> this class is untested, probably unreliable. </dd>
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