Sorry Mark,
just poor wording: "see ql/PricingEngines/blackformula.hpp" was the
answer to "if [...] I add one, where should I put it?"
ciao -- Nando
On 10/24/06, Mark joshi <
[hidden email]> wrote:
> that looks like a log-normal formula, or am I missing something?
>
> best
>
> Mark
>
>
> On 23/10/06, Ferdinando Ametrano <
[hidden email]> wrote:
> > Hi Mark
> >
> > see ql/PricingEngines/blackformula.hpp
> >
> > ciao -- Nando
> >
> > On 10/23/06, Mark joshi <
[hidden email]> wrote:
> > > Is there a normal Black formula in Quantlib? i.e. the Black formula if
> > > the stock follows Brownian motion, not geometric Brownian motion. If
> > > there isn't and I add one, where should I put it?
> > >
> > > thanks
> > >
> > > mark
> > >
> > >
> > > --
> > > Assoc Prof Mark Joshi
> > > Centre for Actuarial Studies
> > > University of Melbourne
> > > My website is www.markjoshi.com
> > >
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>
>
> --
> Assoc Prof Mark Joshi
> Centre for Actuarial Studies
> University of Melbourne
> My website is www.markjoshi.com
>
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