Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-SmileSection-tp13110p13120.html
On Tue, 2009-10-20 at 15:11 +0200, Ferdinando Ametrano wrote:
> On Tue, Oct 20, 2009 at 2:46 PM, Chris Kenyon <
[hidden email]> wrote:
> Anyway I wonder if we might reserve exerciseTime for
> time-from-referenceDate()-to-exercise and then deal with
> time-for-volatility-to-build-up in volatilityImpl / varianceImpl.
> Would this choice make your code more complex or unnatural ?
> I.e. add a varianceTime (time-for-volatility-to-build-up) when it is
> not equal to exerciseTime (time-from-referenceDate()-to-exercise)
I raise: why is exerciseTime() public when it's only used internally?
Luigi
--
Never mistake motion for action.
-- Ernest Hemingway
------------------------------------------------------------------------------
Come build with us! The BlackBerry(R) Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9 - 12, 2009. Register now!
http://p.sf.net/sfu/devconference_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev