Hi,
I have built a valuation of an FX barrier option. When I call NPV() (calculate()) in the BarrierOption class it throws the message "end must be large than start" and I am unable to resolve it. What am I doing wrong?
Kind regards,
Mikael Johansson • Consultant • Capital Markets Consulting
Services • Capital Markets • SunGard • Kungsbron 2, P.O. Box 70351, SE – 107 24 Stockholm, Sweden • Tel +46 769 68 22 77 •
[hidden email] •
www.sungard.com
Join the online conversation with SunGard’s customers, partners and Industry experts and find
an event near you at: www.sungard.com/ten
CONFIDENTIALITY: This e-mail (including any attachments) may contain confidential, proprietary and privileged information,
and unauthorized disclosure or use is prohibited. If you receive this e-mail in error, please notify the sender and delete this e-mail from your system.
Free forum by Nabble | Disable Popup Ads | Edit this page |