Re: american options delta leads to seg.fault.

Posted by Dirk Eddelbuettel on
URL: http://quantlib.414.s1.nabble.com/american-options-delta-leads-to-seg-fault-tp10543p10549.html

On Mon, Apr 05, 2004 at 06:45:01PM +0200, Ferdinando Ametrano wrote:
> 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.

That's probably a good idea. Shall we add it as a branch in the main QL
repository, or should we keep it apart?

I have RQuantLib 0.1.8 (for QL 0.3.5) almost ready. Once I roll that, we
could insert its tarball.

Dirk

--
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page