From: Luigi B. <lui...@gm...> - 2008-01-23 16:52:15
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On Mon, 2007-12-31 at 17:18 +0000, Giles Thomas wrote: > Many thanks, Tito. The version I have (0.8.0) has just one example in > C#, a Bermudan Swaption - but I'll take a look at the ones in the other > languages and see if I can translate them. Hi Giles, the recently released version 0.9.0 has EquityOption as well (although you'll need a compiler that supports C# 2.0 to use it---Visual C# 7 won't work.) > If I get anything useful out of the exercise, is there anywhere that I > could usefully post the resulting C# code to help other people? You can post them here. I'll be happy to add them to the main repository. Luigi -- Blessed is the man who, having nothing to say, abstains from giving wordy evidence of the fact. -- George Eliot |