List of functions with changes

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List of functions with changes

Andrew Kolesnikov
Recently i've decided to migrate to version 0.9.7 and find some inconvenience with QL functions changes. For instance, i found a changes in input parameters of blackFormulaImpliedStdDev:

version 0.9.0:   optionType, strike, forward, blackPrice, discount, guess, accurace, displacement

version 0.9.7:   optionType, strike, forward, blackPrice, discount, displacement, guess, accurace, maxIterations

Is there some list of functions which are changed in every particular release version (possibly without any description)? Cause otherwise there are a lot of potential errors both critical and not, moreover the problem could be less determinable.
So, in my case function still works perfectly, but the output value is inaccurate.
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Re: List of functions with changes

Ferdinando Ametrano-4
On Wed, Jan 21, 2009 at 4:54 PM, Andrew Kolesnikov <[hidden email]> wrote:
> parameters of blackFormulaImpliedStdDev:
>
> version 0.9.0:   optionType, strike, forward, blackPrice, discount, guess,
> accurace, displacement
>
> version 0.9.7:   optionType, strike, forward, blackPrice, discount,
> displacement, guess, accurace, maxIterations

this is very unfortunate. To mitigate this problem a couple of
releases between 0.9.0 and 0.9.7 didn't have the
blackFormulaImpliedStdDev function. Instead they had
blackFormulaImpliedStdDev3 which was supposed to force the user
awareness about the signature change, and only the last 0.9.7 switched
back to blackFormulaImpliedStdDev

Anyway I agree with you that each release should have a list of
functions whose signature has been changed. I would even keep the old
deprecated signature available as functionName_d (while the new one
would be fuctionName).
I was planning to adopt this approach after 1.0 release, but I will
personally adopt it right now.

ciao -- nando

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