Re: Error with old-style implied vol

Posted by Dirk Eddelbuettel on Nov 27, 2003; 2:47pm
URL: http://quantlib.414.s1.nabble.com/Error-with-old-style-implied-vol-tp10464p10469.html

On Thu, Nov 27, 2003 at 04:35:29PM -0600, Dirk Eddelbuettel wrote:
> Given the deafening silence :) as well as some curiousity on my part as to
> whether I'd manage to understand the fancy-pants new-style C++, I turned the
> above example into a small-ish standalone -- see below.

I should hasten to add that my code is a cut-down version of the
test-suite/europeanoption.cpp example. The test-suite/ dir is awesome. Who
needs documentationa anyway :)

Dirk

--
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