Hi, I have built a valuation of an FX barrier option. When I call NPV() (calculate()) in the BarrierOption class it throws the message "end must be large than start" and I am unable to resolve it. What am I doing wrong? Kind regards, Mikael Johansson • Consultant • Capital Markets Consulting
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Hi Mikael,
can you please post an example code sniplet, which reproduces the error. It is difficult to guess the issue w/o an example.
regards Klaus
On Tuesday, April 22, 2014 05:07:11 PM [hidden email] wrote: > Hi, > > I have built a valuation of an FX barrier option. When I call NPV() > (calculate()) in the BarrierOption class it throws the message "end must be > large than start" and I am unable to resolve it. What am I doing wrong? > > Kind regards, > > Mikael Johansson * Consultant * Capital Markets Consulting Services * > Capital Markets * SunGard * Kungsbron 2, P.O. Box 70351, SE - 107 24 > Stockholm, Sweden * Tel +46 769 68 22 77 * > [hidden email]<mailto:[hidden email]> * > www.sungard.com<http://www.sungard.com/> [Capital Markets Awards Banner May > 2013] > Join the online conversation with SunGard's customers, partners and Industry > experts and find an event near you at: > www.sungard.com/ten<http://www.capitalize-on-change.com/?email=70150000000Y > 1Et> CONFIDENTIALITY: This e-mail (including any attachments) may contain > confidential, proprietary and privileged information, and unauthorized > disclosure or use is prohibited. If you receive this e-mail in error, > please notify the sender and delete this e-mail from your system.
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