Finite differences and sample curves

[Joseph Wang]

Hello,

In my personal CVS, I've made some modifications to the finite
difference engines so that you can grab the entire price curve at the
end of the calculation.  This involved some changes in the base classes
to allow for the return of price curve information and the creation of a
SampledCurve class which includes a curve and its grid.

Would it be a good idea for me to wait until after 0.3.11 has been
branched to check this in?

Dr. Joseph Wang
Looking for quant work involving quantlib, China and/or petroleum
http://www.gnacademy.org/joe

[Luigi Ballabio]

On 10/17/2005 01:27:24 AM, Joseph Wang wrote:
> In my personal CVS, I've made some modifications to the finite  
> difference engines.
>
> Would it be a good idea for me to wait until after 0.3.11 has been  
> branched to check this in?

Joe,
        don't worry---0.3.11 was branched out a couple of weeks ago.
Later,
        Luigi


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