Re: american options delta leads to seg.fault.

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/american-options-delta-leads-to-seg-fault-tp10543p10548.html

Hi Dirk

>Could we possibly settle on an understanding that while they are net yet
>available in the new framework, we do not nuke the old one?
Of course this is the approach we have adopted. Even more: when a new
feature is available in a  new release the old equivalent feature is just
deprecated, not nuked. Then in the next release it will be removed.

>As you had gently nudged me to convert my few functions to the new pricers
>(which I did, and I can live with barrieroptions without greeks), I would
>prefer to release the American option code with greeks. Which requires the
>old pricer.
to the best of my knowledge the old pricer FdAmericanOption is still there:
I use it for QuantLibXL! Please let me know if you have problems with it.

Dirk: if we could have the R extension code in a CVS repository I would try
to take care of its  code requirements while developing/changing QuantLib.

ciao -- Nando