Comments (5)
pcaspers
commented on May 22, 2024
As far as I am concerned this sounds good, go ahead. Do we have test cases for the ISDA pricer comparing the QL results with some references?
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lballabio
commented on May 22, 2024
Yes, it's ok for me if you just open a PR without squashing.
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japari
commented on May 22, 2024
Hi, yes, needless to say, in the spirit of the endeavour here.
Good point Peter, I endorse it.
Best
pp
----- Original Message -----
As far as I am concerned this sounds good, go ahead. Do we have test
cases for the ISDA pricer comparing the QL results with some
references?—
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thrasibule
commented on May 22, 2024
Great, I'll try to submit a pull request today. Regarding reference cases, I'll add some tests based on the grids that Markit publish here: http://www.cdsmodel.com/cdsmodel/test-grids.html?
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pcaspers
commented on May 22, 2024
Some tests against these values would be perfect. Thanks a lot for your work on this.
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Related Issues (20)
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- Compilation failure of test-suite/optimizers.cpp HOT 1
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- [discussion] Testing / Developing Python changes HOT 4
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