before which the displacement parameter wouldn't be passed through the
addin to the core, so defaulted to zero there.
Best regards
Peter
On 9 June 2015 at 09:15, Sparviero <[hidden email]> wrote:
> Hi Luigi,
>
> I tried Yesterday the pricing of plain CF via a displaced 3% Black.....seems
> it doesen't work. The error log tell me that strike (-0.5%) + displacement
> (0.0) must be positive....but in the variable has value 0.03.
>
> I'm doing the pricing shifting strikes and IR curves but is not the solution
> I'm looking for..any hints?
>
>
> Cheers,
>
> Iacopo
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Shifted-Log-Normal-in-QuantLib-XL-tp16511p16641.html > Sent from the quantlib-users mailing list archive at Nabble.com.
>
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