Re: Adding new functions to blackcalculator
Posted by
Dimathematician on
Mar 03, 2010; 8:47am
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13527.html
Thanks Luigi and sorry for not having answered earlier. I'm busy. I tried to build QL from the latest trunk
but was not sucessfull. And the stuff you added is not in the official 1.0 version, so I couldn't really check.
Don't know what happened to the trunk files, they seem to be corrupted. For example, in smilesection.hpp
I find
<<<<<<<<<<.mine
in the code. Its either a problem here or in the trunk.
2010/2/15 Luigi Ballabio
<[hidden email]>
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
>
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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