#49 BlackDeltaCalculator

pending
None
5
2011-04-18
2010-06-29
Dimathematician
No

Added various functions such as the derivatives of all deltas with respect to strike and volatility

Discussion

    • assigned_to: nobody --> lballabio
     
  • Luigi Ballabio
    Luigi Ballabio
    2010-09-29

    Dimitri,
    sorry, but I can't make sense of the diffs. In a nutshell, the problem is:
    - you previously contributed a version A of the files;
    - I added it to the repository after some changes (formatting, replacing const Real& with Real, etc.) so the file in ql/experimental/fx is now a version B;
    - you added new features to your original version A, obtaining a version C;
    - finally, you posted here the diffs between B and C. But those are (C-A) - (B-A), i.e., an intertwining of your additions with the formatting and parameter changes.

    Now, due to the changes between A and B, we have that on the one hand, the diffs cover almost the entire file; and on the other hand, if I were to apply them, I would just obtain C, thus losing the changes between A and B entirely.

    The best thing would be for you to take B from the repository, add the new features to it, and post new clean diffs.

    Thanks,
    Luigi

     
  • Luigi Ballabio
    Luigi Ballabio
    2010-10-06

    • status: open --> pending
     
    • status: pending --> closed
     
  • This Tracker item was closed automatically by the system. It was
    previously set to a Pending status, and the original submitter
    did not respond within 14 days (the time period specified by
    the administrator of this Tracker).

     
  • Luigi Ballabio
    Luigi Ballabio
    2010-10-20

    • status: closed --> pending
     
  • This Tracker item was closed automatically by the system. It was
    previously set to a Pending status, and the original submitter
    did not respond within 180 days (the time period specified by
    the administrator of this Tracker).

     
    • status: pending --> closed
     
  • Luigi Ballabio
    Luigi Ballabio
    2011-04-18

    • status: closed --> pending