|
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
----------------------------------------
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
|