[parsec-users] StdError in swaption

Mahmood Naderan nt_mahmood at yahoo.com
Thu Jul 29 01:52:56 EDT 2010


Thanks,
 
// Naderan *Mahmood;




________________________________
From: Christian Bienia <cbienia at CS.Princeton.EDU>
To: PARSEC Users <parsec-users at lists.cs.princeton.edu>
Sent: Wed, July 28, 2010 8:35:31 PM
Subject: Re: [parsec-users] StdError in swaption


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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