Posted by
Ferdinando Ametrano-4 on
URL: http://quantlib.414.s1.nabble.com/List-of-functions-with-changes-tp7112p7113.html
On Wed, Jan 21, 2009 at 4:54 PM, Andrew Kolesnikov <
[hidden email]> wrote:
> 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
this is very unfortunate. To mitigate this problem a couple of
releases between 0.9.0 and 0.9.7 didn't have the
blackFormulaImpliedStdDev function. Instead they had
blackFormulaImpliedStdDev3 which was supposed to force the user
awareness about the signature change, and only the last 0.9.7 switched
back to blackFormulaImpliedStdDev
Anyway I agree with you that each release should have a list of
functions whose signature has been changed. I would even keep the old
deprecated signature available as functionName_d (while the new one
would be fuctionName).
I was planning to adopt this approach after 1.0 release, but I will
personally adopt it right now.
ciao -- nando
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