Patches item #3022766, was opened at 2010-06-29 12:31
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Dimathematician (dimathematician)
Assigned to: Luigi Ballabio (lballabio)
Summary: BlackDeltaCalculator
Initial Comment:
Added various functions such as the derivatives of all deltas with respect to strike and volatility
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>Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 15:52
Message:
Dimitri,
sorry, but I can't make sense of the diffs. In a nutshell, the
problem is:
- you previously contributed a version A of the files;
- I added it to the repository after some changes (formatting, replacing
const Real& with Real, etc.) so the file in ql/experimental/fx is now a
version B;
- you added new features to your original version A, obtaining a version
C;
- finally, you posted here the diffs between B and C. But those are (C-A)
- (B-A), i.e., an intertwining of your additions with the formatting and
parameter changes.
Now, due to the changes between A and B, we have that on the one hand, the
diffs cover almost the entire file; and on the other hand, if I were to
apply them, I would just obtain C, thus losing the changes between A and B
entirely.
The best thing would be for you to take B from the repository, add the new
features to it, and post new clean diffs.
Thanks,
Luigi
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