QuantLib C#

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QuantLib C#

Niels Nygaard
It turns out that in the file Option.cs the enum Option.Type has switched
Put and Call (to Call=-1, Put=1). After switching this back to the same
order as in the option.h file, it gives the correct result

Niels O. Nygaard

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Re: QuantLib C#

Luigi Ballabio
On Fri, 2007-03-23 at 21:19 -0500, Niels Nygaard wrote:
> It turns out that in the file Option.cs the enum Option.Type has switched
> Put and Call (to Call=-1, Put=1). After switching this back to the same
> order as in the option.h file, it gives the correct result
>
> Niels O. Nygaard

Niels,
        thanks for the report. I've just released QuantLib-SWIG 0.4.1 which
should fix the problem. May you test the release and confirm that it
works?

Thanks,
        Luigi


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