Doubel Barrier Engine Problem

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Doubel Barrier Engine Problem

Seric Chen
Deal all,

I find that in WulinYongDoubleBarrierEngine.
The return value is barrierOut without taking account of the rebate.

It should add the rebateIn.


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Zach Chen




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Re: Doubel Barrier Engine Problem

Luigi Ballabio
True, rebateIn seems to be calculated but not used.  May you send a patch?

Thanks,
    Luigi


On Sun, May 17, 2015 at 12:16 PM, Seric Chen <[hidden email]> wrote:
Deal all,

I find that in WulinYongDoubleBarrierEngine.
The return value is barrierOut without taking account of the rebate.

It should add the rebateIn.


--
Zach Chen






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