C# SWIG missing wrapper for Binomial Vanilla Engine.

[Jude O'Kelly-2]

Looks like the C# SWIG is missing the wrapper for Binomial Vanilla Engine.
So models such as CRR, JarrowRudd, AdditiveEQPBinomialTree  etc are
unavailable which makes pricing a lot of derivatives almost impossible.

Just like also to say thanks to all QuantLib developers for making such a great free library

[Luigi Ballabio]

On 12/13/2005 03:44:17 PM, Jude O'Kelly wrote:
> Looks like the C# SWIG is missing the wrapper for Binomial Vanilla
> Engine.

Jude,
        it's present, but it is incorrectly called  
BinomialEuropeanEngine. Thanks for pointing out.

Cheers,
        Luigi


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Grabel's Law:
        2 is not equal to 3 -- not even for large values of 2.

[Jude O'Kelly-2]

Tks Luigi,

 

Looks fine, also missing some of the classes for valuing Basket Options, namely "Basket Option" and "MCBasketEngine"

 

On 12/13/05, Luigi Ballabio <[hidden email]> wrote:

On 12/13/2005 03:44:17 PM, Jude O'Kelly wrote:
> Looks like the C# SWIG is missing the wrapper for Binomial Vanilla
> Engine.

Jude,
       it's present, but it is incorrectly called
BinomialEuropeanEngine. Thanks for pointing out.

Cheers,
       Luigi


----------------------------------------

Grabel's Law:
       2 is not equal to 3 -- not even for large values of 2.