Re: Heston and ExactVariance
Posted by
Dimathematician on
Oct 05, 2009; 10:37am
URL: http://quantlib.414.s1.nabble.com/Heston-and-ExactVariance-tp13047p13052.html
This will imply that users which run their old code with QL 0.9.9
will see an exception while the old version didn't throw one. Maybe,
Klaus can say something here
2009/10/5 Luigi Ballabio
<[hidden email]>
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
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