Bug report, BlackScholesCalculator

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Bug report, BlackScholesCalculator

Yue Zhao


---------- Forwarded message ----------
From: Yue Zhao <[hidden email]>
Date: Sun, Sep 18, 2011 at 8:59 PM
Subject: Bug report, BlackScholesCalculator
To: QuantLib Devs <[hidden email]>


For the constructor of BlackScholesCalculator, the declaration is:

BlackScholesCalculator(Option::type optionType, Real strike, Real spot, ...)

should it really be:

BlackScholesCalculator(Option::type optionType, Real spot, Real strike, ...) ???

I know this is a minor mistake, but since there's no complete documentation, you might want to fix this

Best

Cat Z



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Re: Bug report, BlackScholesCalculator

Luigi Ballabio

It might not be the order you expect, but why should this be a mistake?
The parameters are used correctly. (You can check by putting some
numbers in.)

Luigi


On Sun, 2011-09-18 at 21:05 -0400, Yue Zhao wrote:

> For the constructor of BlackScholesCalculator, the declaration is:
>
>
> BlackScholesCalculator(Option::type optionType, Real strike, Real
> spot, ...)
>
>
> should it really be:
>
>
> BlackScholesCalculator(Option::type optionType, Real spot, Real
> strike, ...) ???
>
>
> I know this is a minor mistake, but since there's no complete
> documentation, you might want to fix this
>
>
> Best
>
>
> Cat Z
>
>
>
> ------------------------------------------------------------------------------
> BlackBerry&reg; DevCon Americas, Oct. 18-20, San Francisco, CA
> Learn about the latest advances in developing for the
> BlackBerry&reg; mobile platform with sessions, labs & more.
> See new tools and technologies. Register for BlackBerry&reg; DevCon today!
> http://p.sf.net/sfu/rim-devcon-copy1 
> _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--

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When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"



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