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Re: Heston and ExactVariance

Posted by Luigi Ballabio on Oct 05, 2009; 10:27am
URL: http://quantlib.414.s1.nabble.com/Heston-and-ExactVariance-tp13047p13051.html

On Fri, 2009-10-02 at 17:46 +0200, Dima wrote:
> Well, obviously we shouldn't change the name until we have the
> alternative implementation for the "correct" type. Otherwise it will
> not be backwards compatible. Users will call the new version in
> their old code and will be sent to nirvana :)

I'm not sure that I want to surprise users, even in a good way.
I'd rather rename the existing implementation, leave the ExactVariance
missing, and add it in a later release.

Luigi


--

Ogden's Law:
The sooner you fall behind, the more time you have to catch up.



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