Bugs item #533231, was opened at 2002-03-21 10:30
You can respond by visiting:
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: McBasket antithetic error
Initial Comment:
In the file
MonteCarlo/basketpathpricer.cpp
at line 81 the for-cycle for the basketprice2 value is
wrong, it is needed a something like the for-cycle for
the basketprice.
see the attached file (which contains the path for
strike error too)
bye
----------------------------------------------------------------------
You can respond by visiting:
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740
Locked
