Re: A possible bug??

Posted by Ferdinando Ametrano-3 on Apr 13, 2004; 10:53am
URL: http://quantlib.414.s1.nabble.com/A-possible-bug-tp2914p2915.html

Jeff,

I will get back to you as soon as possible. If I don't please file this bug
in the bug tracker
(http://sourceforge.net/tracker/?group_id=12740&atid=112740). Thank you.

ciao -- Nando

At 05:33 PM 4/13/2004, you wrote:

>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,
>