[parsec-users] StdError in swaption

Christian Bienia cbienia at CS.Princeton.EDU
Wed Jul 28 12:05:31 EDT 2010


Hi,

 

Swaptions currently uses the same values for each derivative, so you get the
same result every time. This does not affect the type and amount of work
getting done. PARSEC 3.0 will feature randomized inputs for swaptions.

 

Best,

Chris

 

 

From: parsec-users-bounces at lists.cs.princeton.edu
[mailto:parsec-users-bounces at lists.cs.princeton.edu] On Behalf Of Mahmood
Naderan
Sent: Wednesday, July 28, 2010 2:55 AM
To: PARSEC
Subject: [parsec-users] StdError in swaption

 

hi,
Anyone encountered these errors in the swaption?

bash-3.00# ./swaptions -ns 16 -sm 5000 -nt 1
PARSEC Benchmark Suite Version 2.1
[HOOKS] PARSEC Hooks Version 1.2
Number of Simulations: 5000,  Number of threads: 1 Number of swaptions: 16
[HOOKS] Entering ROI
[HOOKS] Leaving ROI
Swaption0: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption1: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption2: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption3: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption4: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption5: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption6: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption7: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption8: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption9: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption10: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption11: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption12: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption13: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption14: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
Swaption15: [SwaptionPrice: 0.0000234735 StdError: 0.0000083599] 
[HOOKS] Total time spent in ROI: 56.191s
[HOOKS] Terminating
bash-3.00# 

 
Since it is outside the ROI, is it important?

// Naderan *Mahmood;

 

 

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