Re: Adding new functions to blackcalculator
Posted by
Luigi Ballabio on
Feb 15, 2010; 10:08am
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13526.html
On Tue, 2009-04-21 at 09:49 +0200, Dima wrote:
> I've uploaded
> my current working version of the deltacalculator including a
> testsuite(your recent change not incl.).
>
> You can get it here:
>
> longvega.com/DeltaEngine.zip
>
Dimitri,
I've added your stuff to the Subversion trunk under q;/experimental/fx.
May you check it out and see that I haven't broken anything?
Thanks,
Luigi
--
Academic: a term of opprobrium applied to those that do their job well
by those who cannot.
-- Sir Ernest Gowers
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