
Currently known bugs in QuantLib 0.3.5:

- class AmericanMCVanillaEngine:
    the engine is known not to work for deeply out-of-the-money options.

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

- class BPSBasketCalculator;
  function BasisPointSensitivityBasket;
  method Swap::sensitivity:
    not tested enough to guarantee their functionality.
    Also, the copyright attribution must be checked.

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

- class OneAssetOption:
    - method impliedVolatility() crashes (Borland compiler only)
