Re: Adding new functions to blackcalculator

Posted by Ferdinando M. Ametrano-3 on Nov 14, 2008; 11:26am
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13522.html

On Thu, Nov 13, 2008 at 8:33 PM, Dima <[hidden email]> wrote:
> After thinking about it I'd suggest
> to code the delta calculations in a new class called BlackDeltaCalculator
> with a similar constructor as the BlackCalculator class. This might look
> like
> overkill (an own class for Delta calculation) on first sight, but my reasons
> are
> as follows: [...]

Not sure I agree, anyway it could be the right way to start: code it
the way it best suits you, provide unit tests (!!!!!), we quickly add
it to the experimental folder, gather feedback, and then maybe later
refactor the code

ciao -- Nando

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