swapbyzero using different RateSpec with compounding

I've been using the swapbyzero function to do some swap pricing. I've come across an issue where if I use a RateSpec that is continuously compounded, and convert that to a RateSpec that is compounded annually (once per year), I get slightly different price outputs between the continuously compounded vs annual compounding rate spec (~10^-6). Is this due to a rounding error? I just want to make sure there's not some fundamental issue with using a continuously compounded vs annual RateSpec in the swapbyzero function.

[Anoop Somashekar]

Can you provide an example to recreate the issue? Which matlab version are you using?