Doubel Barrier Engine Problem

Posted by Seric Chen on
URL: http://quantlib.414.s1.nabble.com/Doubel-Barrier-Engine-Problem-tp16572.html

Deal all,

I find that in WulinYongDoubleBarrierEngine.

The return value is barrierOut without taking account of the rebate.

It should add the rebateIn.

--

------------------------------------------------------------------------------
One dashboard for servers and applications across Physical-Virtual-Cloud
Widest out-of-the-box monitoring support with 50+ applications
Performance metrics, stats and reports that give you Actionable Insights
Deep dive visibility with transaction tracing using APM Insight.
http://ad.doubleclick.net/ddm/clk/290420510;117567292;y
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users