BSM process

Posted by Joseph Wang on Jun 27, 2005; 10:56pm
URL: http://quantlib.414.s1.nabble.com/BSM-process-tp3872.html

I got distracted with some other things, but I think I get get back to
trying to implement Ayache-Forstyh for convertible bonds.

Looking over the code, I was wondering if it would be a good idea to
include an "isConstant" method in the Black Scholes process classes so
that the Pricing engines can automatically use that know to lookup the
interest rate and dividend yields only once.

Thoughts?