Question about QuantLib

[Mathias Zetterqvist]

Hello

I'm new to QuantLib and I will use it to price some derivaties. It
looks realy nice and I have
started to look if it can price all necessary derivaties im interested
in. Maybe someone can help me.

I want to price

* Quanto-Asian-Basket
* Knock in,out
* Ladder
* Digital
* Standard barrier
* double barrier

I have looked through the testsuite and managed to see that the
standard barrier and digital
is present there. What about the others? Can I use them directly from
QuantLib or do I need to implement them?

Thanks for the help
/Mathias Zetterqvist

[Luigi Ballabio]

On 06/15/2005 09:59:58 AM, Mathias Zetterqvist wrote:

>
> I want to price
>
> * Quanto-Asian-Basket
> * Knock in,out
> * Ladder
> * Digital
> * Standard barrier
> * double barrier
>
> I have looked through the testsuite and managed to see that the
> standard barrier and digital is present there. What about the others?  
> Can I use them directly from QuantLib or do I need to implement them?

Mathias,
        you need to implement them---or to wait until someone does.
Also, if you do implement them, it would be nice if you had the  
possibility to contribute them; you'll have to check with your employer.

Later,
        Luigi

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Steinbach's Guideline for Systems Programming:
        Never test for an error condition you don't know how to handle.