how to reverse a matrix in quantlib
Posted by
Adjriou Belak on
Jul 01, 2005; 1:05pm
URL: http://quantlib.414.s1.nabble.com/BSM-process-tp3872p3873.html
Hi,
does someone know how to invert (reverse) a matrix ?
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?
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