Double Barrier ...
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Hi all, I downloaded ‘QuantLib-0.9.7’ this morning, and I
can’t see Double barrier engine anymore, before I was using version
0.3.11, where we have engine for double barrier pricing, is it intentionally
dropped? Thanks and Regards, Deepak This e-mail message may contain confidential, proprietary or legally privileged information. It should not be used by anyone who is not the original intended recipient. If you have erroneously received this message, please delete it immediately and notify the sender. The recipient acknowledges that 3i Infotech or its subsidiaries and associated companies, (collectively "3i Infotech"), are unable to exercise control or ensure or guarantee the integrity of/over the contents of the information contained in e-mail transmissions and further acknowledges that any views expressed in this message are those of the individual sender and no binding nature of the message shall be implied or assumed unless the sender does so expressly with due authority of 3i Infotech. Before opening any attachments please check them for viruses and defects. ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On Tue, 2009-08-25 at 12:25 +0530, Deepak wrote:
> I downloaded ‘QuantLib-0.9.7’ this morning, and I can’t see Double > barrier engine anymore, before I was using version 0.3.11, where we > have engine for double barrier pricing, is it intentionally dropped? Sorry---I've had a look at 0.3.11, and I don't seem to find the double-barrier engine. What class/file was that? Luigi -- For every problem there is one solution which is simple, neat, and wrong. -- H. L. Mencken ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Hi luigi,
FYI, ql/Instruments/doublebarrieroption.hpp ql/PricingEngines/Exotic/doublebarrierengine.hpp Thanks & Regards, Deepak Sharma -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: Monday, August 31, 2009 3:29 PM To: [hidden email] Cc: [hidden email] Subject: Re: [Quantlib-dev] Double Barrier ... On Tue, 2009-08-25 at 12:25 +0530, Deepak wrote: > I downloaded 'QuantLib-0.9.7' this morning, and I can't see Double > barrier engine anymore, before I was using version 0.3.11, where we > have engine for double barrier pricing, is it intentionally dropped? Sorry---I've had a look at 0.3.11, and I don't seem to find the double-barrier engine. What class/file was that? Luigi -- For every problem there is one solution which is simple, neat, and wrong. -- H. L. Mencken --- This e-mail message may contain confidential, proprietary or legally privileged information. It should not be used by anyone who is not the original intended recipient.If you have erroneously received this message, please delete it immediately and notify the sender. The recipient acknowledges that 3i Infotech or its subsidiaries and associated companies, (collectively "3i Infotech"), are unable to exercise control or ensure or guarantee the integrity of/over the contents of the information contained in e-mail transmissions and further acknowledges that any views expressed in this message are those of the individual sender and no binding nature of the message shall be implied or assumed unless the sender does so expressly with due authority of 3i Infotech. Before opening any attachments please check them for viruses and defects. ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On Wed, 2009-09-02 at 10:19 +0530, Deepak wrote:
> ql/Instruments/doublebarrieroption.hpp > > ql/PricingEngines/Exotic/doublebarrierengine.hpp There are no such files in QuantLib 0.3.11. Are you sure you didn't add them yourself, or you didn't get them from someone else? Luigi -- No, I'm not interested in developing a powerful brain. All I'm after is just a mediocre brain, something like the president of American Telephone and Telegraph Company. -- Alan Turing on the possibilities of a thinking machine, 1943. ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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