A possible bug??

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A possible bug??

J Yu
When I tried to use qlAmericanOption_FD through the function template,
Menu->Insert->Function->qlAmericanOption_FD,  Excel is hung as soon as the
expiry date is given.
However, it is ok if I fill in the expiry date the last, ie, asset, strik,
grid, ... vol, risk free rate go first and the expiry date the last.
 
So I suspect the expiry date is what triggers the calculation even not all
parameters are in place.
 
Can someone replicate this as I am not 100% sure this is a bug .... There
are too many dependencies, such as DLLs,
in the Microsoft environment that can attribute to the problem so a bug
might be exaggerated.  :-)
 
Cheers,
 

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Re: A possible bug??

Ferdinando Ametrano-3
Jeff,

I will get back to you as soon as possible. If I don't please file this bug
in the bug tracker
(http://sourceforge.net/tracker/?group_id=12740&atid=112740). Thank you.

ciao -- Nando

At 05:33 PM 4/13/2004, you wrote:

>When I tried to use qlAmericanOption_FD through the function template,
>Menu->Insert->Function->qlAmericanOption_FD,  Excel is hung as soon as the
>expiry date is given.
>However, it is ok if I fill in the expiry date the last, ie, asset, strik,
>grid, ... vol, risk free rate go first and the expiry date the last.
>
>So I suspect the expiry date is what triggers the calculation even not all
>parameters are in place.
>
>Can someone replicate this as I am not 100% sure this is a bug .... There
>are too many dependencies, such as DLLs,
>in the Microsoft environment that can attribute to the problem so a bug
>might be exaggerated.  :-)
>
>Cheers,
>