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Re: GJR-GARCH option pricing engine

Posted by Yee Man Chan on Mar 26, 2008; 1:56am
URL: http://quantlib.414.s1.nabble.com/GJR-GARCH-option-pricing-engine-tp11799p11810.html

How do I add files to the Makefile such that they can
be compiled?

I tried to modify Makefile.am but it didn't work...

Thanks
Yee Man
--- Luigi Ballabio <[hidden email]> wrote:

> On Thu, 2008-03-13 at 10:08 -0700, Yee Man Chan
> wrote:
> > > It would be nice to have a test case exercising
> your
> > > process. May you write one?
> > >
> >
> > Of course I am going to write a test case.
>
> Ok, thanks.
>
> Luigi
>
> P.S. I never went to Stanford...
>
>
> --
>
> Hofstadter's Law:
> It always takes longer than you expect, even when
> you take
> Hofstadter's Law into account.
>
>
>



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