Re: binary barrier options replaced by digital options

Posted by Ferdinando M. Ametrano-3 on Jan 22, 2004; 7:17am
URL: http://quantlib.414.s1.nabble.com/binary-barrier-options-replaced-by-digital-options-tp10473p10475.html

Hi Dirk

>RQuantLib does. So I'd need to redo my code. Which should be doable. But as
>you asked what would break ...

ok: I will wait for you to confirm that you moved from binarybarrier to
vanilla with binary payoff and America exercise before removing the
binarybarrier code. If you have any problem just ask and I'll try to help you.

Usually I support the practice of deprecating code for the new release and
removing the code in the next release, but this time I would prefer to
remove the code in order not to have to back-port the fixes I did from
American digital options to binary barrier options.

ciao -- Nando