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-tp10543p10557.html
At 05:09 PM 4/6/2004, Luigi Ballabio wrote:
>On 2004.04.05 17:15, Ferdinando Ametrano wrote:
>>BTW I hope to provide delta/gamma/theta for all the binomial engines
>>before 0.3.7
>
>Nando,
> stop making promises you won't be able to maintain. That's what
>marketing people do :)
Ok, so this means that now you've cornered me and I really have to do it,
isn't it? :)
ciao -- Nando