EquityOptions in Java

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EquityOptions in Java

Richard Gomes
Luigi

Find attached the example EquityOptions translated to Java.

I've made several changes in options.i in order to:
1. Support CamelCaseNamesForTemplates, like CoxRossRubinstein, for instance.
2. Expose FDBermudan

Notice that, in the end of EquityOptions.java there's still some code not
translate. This is due to a missing .i file which options.i is dependent
on.

Thanks Tito Ingargiola for the help you provided and your work on options.i

Kind Regards

--
Richard Gomes

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EquityOptions.java (13K) Download Attachment
options.i (34K) Download Attachment
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Re: EquityOptions in Java

Luigi Ballabio
On Mon, 2007-09-10 at 22:19 +0100, Richard Gomes wrote:
> Find attached the example EquityOptions translated to Java.

And on Sat, 2007-09-08 at 16:01 -0700, Tito Ingargiola wrote:
> I include below a mostly complete java version of the
> EquityOption program.

Richard, Tito,
        thank you both. I've merged your examples and added the resulting file
to the repository. It will be included in next release.

Luigi


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Use every man after his desert, and who shall scape whipping?
-- Hamlet, Act II, scene II



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