
Currently known bugs in QuantLib 0.3.7:

- class AnalyticDiscreteAveragingAsianEngine:
    calculated Greeks do not match numerical results

- class BlackFormula: 
    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.

- class BPSBasketCalculator;
  function BasisPointSensitivityBasket;
  method Swap::sensitivity:
    not tested enough to guarantee their functionality.

- class CoxIngersollRoss;
  class ExtendedCoxIngersollRoss;
  class G2:
    not tested enough to guarantee their functionality.

- class FdDividendAmericanOption:
    - sometimes yields negative vega when deeply in-the-money
    - method impliedVolatility() utterly fails

- class HullWhite:
    When the term structure is relinked, the r0 parameter of the
    underlying Vasicek model is not updated.

- class LocalVolSurface:
    not tested enough to guarantee its functionality.

- class MCAmericanBasketEngine:
    this engine does not yet work for put options. More problems might
    surface.
