Currency options and forwards

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Currency options and forwards

Joseph Wang
Just curious what are the issues involved in adding currency forwards,
futures, and options to quantlib.




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Re: Currency options and forwards

Luigi Ballabio
On 12/07/2005 06:46:02 AM, Joseph Wang wrote:
> Just curious what are the issues involved in adding currency  
> forwards, futures, and options to quantlib.

It would be a lot cleaner to introduce them if instruments and cash  
flows returned Money instances instead of doubles. But it's a rather  
major change, so I'll have to do it carefully. I don't know how much  
time it'll take.

Luigi


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The idea that an arbitrary naive human should be able to properly
use a given tool without training or understanding is even more
wrong for computing than it is for other tools (e.g. automobiles,
airplanes, guns, power saws).
-- Doug Gwyn