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A possible bug??

Posted by J Yu on Apr 13, 2004; 9:41am
URL: http://quantlib.414.s1.nabble.com/A-possible-bug-tp2914.html

When I tried to use qlAmericanOption_FD through the function template,
Menu->Insert->Function->qlAmericanOption_FD,  Excel is hung as soon as the
expiry date is given.
However, it is ok if I fill in the expiry date the last, ie, asset, strik,
grid, ... vol, risk free rate go first and the expiry date the last.
 
So I suspect the expiry date is what triggers the calculation even not all
parameters are in place.
 
Can someone replicate this as I am not 100% sure this is a bug .... There
are too many dependencies, such as DLLs,
in the Microsoft environment that can attribute to the problem so a bug
might be exaggerated.  :-)
 
Cheers,
 

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