Adding double barriers to cvs

[rjcookusa]

I completed the coding of double barriers back in August.

Does anyone have any objection if I now change/ add the following in cvs?

The files that I have added or changed are
a) quantlib.hpp
b) dblbarrieroption.hpp
c) dblbarrieroption.cpp
d) quantlib.dsp

(I've not been able to get in contact with Nando since then)
regards

Julian Cook

[Luigi Ballabio-2]

At 12:24 PM -0400 10/3/02, [hidden email] wrote:
>I completed the coding of double barriers back in August.
>
>Does anyone have any objection if I now change/ add the following in cvs?

As for me, it's a green light.

Thanks,
        Luigi

[Marco Marchioro-2]

Dear QuantLib user,
I noticed that there is a constructor of TimeGrid that takes as input a
std::list<Time>.

If nobody has strong objections I would use a std::deque<Time> instead.

Also, I would enforce a sort and unique on the inputs so that is not necessary
to do that from the outside.

Furthermore, I would throw an exception if any of the given time is negative.

Who is against these changes?

Marco Marchioro.