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Re: Road to 1.0

Posted by Luigi Ballabio on Feb 25, 2008; 4:45pm
URL: http://quantlib.414.s1.nabble.com/Road-to-1-0-tp11678p11680.html

On Mon, 2008-02-18 at 10:00 +0800, Max wrote:
> I just have one addition:
> - modify the interfaces of finite difference pricing engines (like
> FDEuropeanEngine class) so that users can specifiy different solver
> (Explicit, Implicit or Crank-Nicolson) and different asset price
> range. Currently the solver is fixed to Crank-Nicolson.
>
> Does this change make sense to you? and any advice?

Hmm, you're right. I'll have to look into it...

Luigi


--

Things should be made as simple as possible, but no simpler.
-- Albert Einstein



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