List of functions with changes
Posted by Andrew Kolesnikov on
URL: http://quantlib.414.s1.nabble.com/List-of-functions-with-changes-tp7112.html
Recently i've decided to migrate to version 0.9.7 and find some inconvenience with QL functions changes. For instance, i found a changes in input parameters of blackFormulaImpliedStdDev:
version 0.9.0: optionType, strike, forward, blackPrice, discount, guess, accurace, displacement
version 0.9.7: optionType, strike, forward, blackPrice, discount, displacement, guess, accurace, maxIterations
Is there some list of functions which are changed in every particular release version (possibly without any description)? Cause otherwise there are a lot of potential errors both critical and not, moreover the problem could be less determinable.
So, in my case function still works perfectly, but the output value is inaccurate.