- Class AssetSwap  
- fair prices are not calculated correctly when using indexed coupons.  
- Class BlackCalculator  
- 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 CapHelper  
- This helper does not register with the passed IBOR index and with the evaluation date. Furthermore, the ATM strike rate is not recalculated when any of its observables change.  
- Class CoxIngersollRoss  
- this class was not tested enough to guarantee its functionality. 
- Class ExtendedCoxIngersollRoss  
- this class was not tested enough to guarantee its functionality. 
- Class G2  
- This class was not tested enough to guarantee its functionality. 
- Class HullWhite  
- When the term structure is relinked, the r0 parameter of the underlying Vasicek model is not updated. 
- Class HybridHestonHullWhiteProcess  
- This class was not tested enough to guarantee its functionality... work in progress 
- Class InterpolatedYoYOptionletStripper< Interpolator1D >  
- Tests currently fail.  
- Class KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >  
- Tests currently fail.  
- Class LocalVolSurface  
- this class is untested, probably unreliable.  
- Class MultiCubicSpline< i >  
- cannot interpolate at the grid points on the boundary surface of the N-dimensional region  
- Class SwaptionHelper  
- This helper does not register with the passed IBOR index and with the evaluation date. Furthermore, the ATM exercise rate is not recalculated when any of its observables change.