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From: Luigi B. <lui...@gm...> - 2008-01-28 12:13:16
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On Mon, 2008-01-28 at 02:10 -0800, na...@us... wrote: > Revision: 14186 > http://quantlib.svn.sourceforge.net/quantlib/?rev=14186&view=rev > Author: nando > Date: 2008-01-28 02:10:33 -0800 (Mon, 28 Jan 2008) > > Log Message: > ----------- > added sensitivity analysis functions (sorry... I forgot to add these new files) > > Added Paths: > ----------- > trunk/QuantLib/ql/quotes/sensitivityanalysis.cpp > trunk/QuantLib/ql/quotes/sensitivityanalysis.hpp Hi, good work. My only question is: do they belong in ql/quotes? Sure, they use quotes, but it's almost an implementation accident... Any other ideas? Luigi -- Hofstadter's Law: It always takes longer than you expect, even when you take Hofstadter's Law into account. |