Re: Adding new functions to blackcalculator
Posted by
Ferdinando M. Ametrano-3 on
Apr 27, 2009; 10:22am
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13538.html
On Mon, Apr 27, 2009 at 11:03 AM, Dima <
[hidden email]> wrote:
> While I'm still waiting for feedback
I've just committed your fix for the (stdDev<QL_EPSILON, fwd==strike) case
> I'd need smilesection.hpp to return the reference date. Is this possible?
just done.
> I continue coding and have VannaVolga and
> Malz ready, testing included.
share them as a patch whenever you're comfortable with them
ciao -- Nando
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