Re: trouble with the finite differences framework

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/trouble-with-the-finite-differences-framework-tp3328p3330.html

On 2004.09.09 13:50, Luigi Ballabio wrote:
>> It would be nice to provide a full working example for the finite
>> differences framework.
>
> That would be the FdAmericanOption class and all similar pricers.
> They're in ql/Pricers.

Following up to myself:

re-reading my mail, I realized it can look harsch. I apologize if that  
was the impression, but as my real job doesn't leave me much time for  
QuantLib, I preferred to give a short pointer to an answer rather than  
not answering at all for lack of time.

Cheers,
        Luigi