BSMEuropeanOption

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

BSMEuropeanOption

Gilbert Peffer
Hi there,
One suggestion I got re the flag hasBeenCalculated_ in BSMOption. It looks
like it refers to the Value of the option being calculated or not. Perhaps
it would be good to rename it to something like valueHasBeenCalculated,
since it is a bit confusing otherwise. I assume that the reason that more
extensive comments in the code will only be introduced when the lib is more
stable (which is fine). Is that correct?
Many thanks, Gilbert