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Re: Heston and ExactVariance

Posted by Luigi Ballabio on Oct 05, 2009; 11:14am
URL: http://quantlib.414.s1.nabble.com/Heston-and-ExactVariance-tp13047p13053.html

On Mon, 2009-10-05 at 12:37 +0200, Dima wrote:
> 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.

No, it would imply that their old code won't compile (the ExactVariance
enum will no longer be there) and they'll have to use the new name.

> Maybe, Klaus can say something here

Absolutely.

Luigi


--

The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson



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