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It's amazing how quickly ones memory becomes fuzzy, but I seem to
remember that one very
curious thing was that FdAmericanOption seemed to work fine, but
FdDividendAmericanOption
failed even when there was no dividends.
One thing to do is to compare the outputs of the two. They both seem to
call fdbsmoption
which suggests that the problem isn't there. I'm a bit swamped with
work, but if someone
could try this experiment (run FdAmericanOption and
FdDividendAmericanOption with
no dividends) and if there is any difference in the output, then this
will really narrow down
the problem.
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