Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-14167-trunk-QuantLib-tp11626p11628.html
On Wed, 2008-01-23 at 18:41 +0100, Ferdinando Ametrano wrote:
[ ... about default parameters in Black formulas ... ]
>
> What about considering alternatives? E.g. removing default parameters
> from discount and displacement would partially force the user to look
> at the function again...
Or possibly something like
blackFormulaImpliedStdDev(price, etc)
.withGuess(guess)
.withDisplacement(d);
What do you think?
> Besides I can grant you that if you use the old guess as displacement
> you might have no problem at compile time but you're gonna notice at
> run time, so it would an evident change.
I had no doubt about it :) The problem is that unlike a compilation
error, just seeing wrong numbers come out makes more difficult to
pinpoint what changed and in what file.
Luigi
--
Zawinski's Law:
Every program attempts to expand until it can read mail. Those
programs which cannot so expand are replaced by ones which can.
-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2008.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev