Compound Options.

[Dimathematician]

Hi,

any interest in a compound option pricing engine?
Is anyone working on this already?


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[Luigi Ballabio]

On Mon, 2008-12-15 at 10:44 +0100, Dima wrote:
> any interest in a compound option pricing engine?

Yes.

> Is anyone working on this already?

Not that I know of.

Luigi


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[Dimathematician]

Good! Meanwhile I've finished this and am writing the
testclass. I have the current trunk version. How do I submit
the code then? I'm using SVN and can obviously not
check things in.

2008/12/17 Luigi Ballabio <[hidden email]>

On Mon, 2008-12-15 at 10:44 +0100, Dima wrote:
> any interest in a compound option pricing engine?

Yes.

> Is anyone working on this already?

Not that I know of.

Luigi


--

There is no such thing as public opinion. There is only published
opinion.
-- Winston Churchill

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[Luigi Ballabio]

On Wed, 2008-12-17 at 18:02 +0100, Dima wrote:
> Good! Meanwhile I've finished this and am writing the
> testclass. I have the current trunk version. How do I submit
> the code then? I'm using SVN and can obviously not
> check things in.

You can use the patch manager on Sourceforge, or post the code here.

Luigi


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Innovation is hard to schedule.
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[Dimathematician]

Thanks. Didn't manage to upload with the patch manager, there
was a message saying no group id. Uploaded a zipped project:

longvega.com/CompoundOption.zip

2008/12/18 Luigi Ballabio <[hidden email]>

On Wed, 2008-12-17 at 18:02 +0100, Dima wrote:
> Good! Meanwhile I've finished this and am writing the
> testclass. I have the current trunk version. How do I submit
> the code then? I'm using SVN and can obviously not
> check things in.

You can use the patch manager on Sourceforge, or post the code here.

Luigi


--

Innovation is hard to schedule.
-- Dan Fylstra

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[Luigi Ballabio]

On Fri, 2008-12-19 at 12:01 +0100, Dima wrote:
> Thanks. Didn't manage to upload with the patch manager, there
> was a message saying no group id. Uploaded a zipped project:
>
> longvega.com/CompoundOption.zip

Ok, thanks.

Luigi


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The Second Rule of Optimization (For experts only): Don't do it yet.
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