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Published 20 hours ago • verified publisher icon lballabio

Curve state tests are either incomplete or stale

Open lballabio opened this issue 7 years ago • 2 comments

The data in the CommonVars structure are not used at all, and the testLMMCurveState and testCoterminalSwapCurveState cases don't test anything. testCMSwapCurveState is only slightly better, since it creates a few objects but doesn't test them.

The tests should be either fixed or scraped.

lballabio avatar Mar 27 '17 14:03 lballabio

Is this still an open issue? I am looking to contribute any way I can.

parkerdgabel avatar Feb 07 '19 21:02 parkerdgabel

Yes, it is. Thanks!

lballabio avatar Feb 08 '19 12:02 lballabio

@lballabio I have some free time, I will try to take a look at fixing this test

yyuuhhjjnnmm avatar Jan 09 '24 23:01 yyuuhhjjnnmm

https://github.com/lballabio/QuantLib/pull/1895 opened a PR

yyuuhhjjnnmm avatar Jan 25 '24 00:01 yyuuhhjjnnmm