http://quantlib.414.s1.nabble.com/bug-report-negative-price-for-an-American-put-option-using-Bjerksund-and-Stensland-approximation-tp4195p4201.html
Toy out.
>From: Luigi Ballabio <
[hidden email]>
>To: Toyin Akin <
[hidden email]>
>CC:
[hidden email]
>Subject: [Quantlib-users] Re: Possible ACT/ACT DayCounter problem
>Date: Mon, 14 Nov 2005 16:12:03 +0000
>
>
>On 11/14/2005 05:37:39 AM, Toyin Akin wrote:
>>...the call to yearfraction() within the ACTACT
>>daycounter class checks to see if the dates passed in are passed in the
>>correct order. If not it throws an exception.
>
>Toyin,
> you're right. I fixed this in CVS.
>As for the Bermudan pricing issue, I'll look at it as soon as I get some
>time.
>
>Later,
> Luigi
>
>----------------------------------------
>
>This gubblick contains many nonsklarkish English flutzpahs, but the
>overall pluggandisp can be glorked from context.
>-- David Moser
>
>
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