how is QL tested
Posted by Vadim Ogranovich-3 on Apr 18, 2002; 2:14pm
URL: http://quantlib.414.s1.nabble.com/how-is-QL-tested-tp1999.html
Hi,
I am wondering what serves as a benchmark for testing algorithms for option
pricing, implied vols., etc (e.g. Bloomberg?). Specifically I am interested
in American options with continuous / descrete dividends.
To make sure, I am not reporting a problem. I am just trying to get
confidence in QL.
Thanks, Vadim
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