Dear all and a happy new year!
I have just a brief suggestion to append a function "Array weights() { return weights_; }" to the class AverageBasketPayoff. By that one has access to the initial weights for further use during the evolution of the correlated processes, e.g., in order to write a new class ReweightedAverageBasketPayoff inherting from AverageBasketPayoff and applying a reweighting to the basket on occasional dates between initial and final date.
Best regards
Frank
--
Psssst! Schon vom neuen GMX MultiMessenger gehört?
Der kann`s mit allen:
http://www.gmx.net/de/go/multimessenger?did=10-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
