Re: First pass European pricing engine

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Question-about-Finite-Differencing-engine-tp3562p3569.html

On 02/03/05 06:48:13, Joseph Wang wrote:
> I've attached the first pass at a european pricing engine at
>
> http://wiki.quantlib.org/twiki/bin/view/Quantlib/FiniteDifferencePricingEngines
>
> It includes a unit test which seems to pass.

I've included it into CVS---thanks.

Later,
        Luigi


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