[ quantlib-Feature Requests-1918100 ] Few more instruments need to be added

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[ quantlib-Feature Requests-1918100 ] Few more instruments need to be added

SourceForge.net
Feature Requests item #1918100, was opened at 2008-03-18 18:00
Message generated for change (Settings changed) made by abhiabhi001
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=1918100&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Deleted
Priority: 8
Private: No
Submitted By: abhishek Srivastava (abhiabhi001)
Assigned to: Nobody/Anonymous (nobody)
Summary: Few more instruments need to be added

Initial Comment:
Hi
After going throgh all the instrumnets supported by Quantlib i come up with few more instruments for those class files need to be created.
The list of those class files are as follows:
Average Strike Option
Best of Option
Bond Future
Bond Future Option
Bond Option
Brady Bond
Calender Spread Option
Cash Flow
Dated CashFlow
Currency Swap Option
Commodity Swap
Differential Swap
Index Swap
Option Index Swap
Credit Default Swap
Over Night Index Swap
European Future Option
Options
Discretely monitored Barrier option
Digital Option
Average Price Equity Option
Equity Option
Forward Option
Strip Option
Strip Spread Option
Dual Asset Option
Spread Option
Crack Option
Commodities Futures
Eurocurrency Futures
Equity Futures
Equity Cash Futures or Forward
Commodities Physical
Money Market Instrument
Range Accrual
Repo
Swing Contracts
Exchange Rates
Yeild Curve
Floting Rate Notes


----------------------------------------------------------------------

You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=1918100&group_id=12740

-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2008.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev