EquityOptions in Java

Posted by Richard Gomes on
URL: http://quantlib.414.s1.nabble.com/EquityOptions-in-Java-tp9761.html

Luigi

Find attached the example EquityOptions translated to Java.

I've made several changes in options.i in order to:
1. Support CamelCaseNamesForTemplates, like CoxRossRubinstein, for instance.
2. Expose FDBermudan

Notice that, in the end of EquityOptions.java there's still some code not
translate. This is due to a missing .i file which options.i is dependent
on.

Thanks Tito Ingargiola for the help you provided and your work on options.i

Kind Regards

--
Richard Gomes

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