Bugs item #533231, was opened at 2002-03-21 19:30
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
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>Comment By: Ferdinando Ametrano (nando)
Date: 2002-03-21 20:21
Message:
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user_id=34616
thank you.
We had a similar bug report last week on the mailing list
and we have fixed this bug in the CVS
ciao -- Nando
PS There were no files attached
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