Re: Jamshidian engine with start delay

Posted by Ferdinando M. Ametrano-3 on May 17, 2013; 4:15pm
URL: http://quantlib.414.s1.nabble.com/Jamshidian-engine-with-start-delay-tp14252p14261.html

On Wed, May 15, 2013 at 9:03 PM, Peter Caspers <[hidden email]> wrote:

We could maybe produce cached
values with the old engine for a test case with expiry = start date
before moving to the new engine.

agreed, as far as I am concerned

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