Possible bug in Examples/EquityOption/EquityOption.cpp

Posted by rm-22 on
URL: http://quantlib.414.s1.nabble.com/Possible-bug-in-Examples-EquityOption-EquityOption-cpp-tp7982.html

When I slightly modify the example EquityOptions.cpp
as shown below, so that it calculates for Put and then Call,
then the results of the second (ie. Call) are incorrect/buggy
(see attached results).
What is causing this unexpected behaviour?


QuantLib/Examples/EquityOption/EquityOption.cpp :

...
int main(int, char* [])
{
    for (int iType = 0; iType < 2; ++iType)    // added
    {  // added

     try {
        ...
        // our options
        Option::Type type(iType == 0 ? Option::Put : Option::Call);   // modified
        ...
        std::cout << "StartDate = "        << todaysDate << std::endl;   // added
        ...
     // return 0;    // disabled
    } // added

  return 0;  // added
}

// Output:


Option type = Put
StartDate = May 15th, 1998
Maturity = May 17th, 1999
Underlying price = 36
Strike = 40
Risk-free interest rate = 6.000000 %
Dividend yield = 0.000000 %
Volatility = 20.000000 %


Method                             European      Bermudan      American      
Black-Scholes                      3.844308      N/A           N/A          
Barone-Adesi/Whaley                N/A           N/A           4.459628      
Bjerksund/Stensland                N/A           N/A           4.453064      
Integral                           3.844309      N/A           N/A          
Finite differences                 3.844342      4.360807      4.486118      
Binomial Jarrow-Rudd               3.844132      4.361174      4.486552      
Binomial Cox-Ross-Rubinstein       3.843504      4.360861      4.486415      
Additive equiprobabilities         3.836911      4.354455      4.480097      
Binomial Trigeorgis                3.843557      4.360909      4.486461      
Binomial Tian                      3.844171      4.361176      4.486413      
Binomial Leisen-Reimer             3.844308      4.360713      4.486076      
Binomial Joshi                     3.844308      4.360713      4.486076      
MC (crude)                         3.834522      N/A           N/A          
QMC (Sobol)                        3.844613      N/A           N/A          
MC (Longstaff Schwartz)            N/A           N/A           4.481675      
 
Run completed in 7 s


Option type = Call
StartDate = May 15th, 1998
Maturity = May 17th, 1999
Underlying price = 36
Strike = 40
Risk-free interest rate = 6 %
Dividend yield = 0 %
Volatility = 20 %


Method                             European      Bermudan      American      
Black-Scholes                      2             N/A           N/A          
Barone-Adesi/Whaley                N/A           N/A           2            
Bjerksund/Stensland                N/A           N/A           2            
Integral                           2             N/A           N/A          
Finite differences                 2             2             2            
Binomial Jarrow-Rudd               2             2             2            
Binomial Cox-Ross-Rubinstein       2             2             2            
Additive equiprobabilities         2             2             2            
Binomial Trigeorgis                2             2             2            
Binomial Tian                      2             2             2            
Binomial Leisen-Reimer             2             2             2            
Binomial Joshi                     2             2             2            
MC (crude)                         2             N/A           N/A          
QMC (Sobol)                        2             N/A           N/A          
MC (Longstaff Schwartz)            N/A           N/A           2            
 
Run completed in 10 s


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