Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [14167] trunk/QuantLib

[Luigi B. <lui...@gm...>]

On Wed, 2008-01-23 at 18:41 +0100, Ferdinando Ametrano wrote:
[ ... about default parameters in Black formulas ... ]
> 
> What about considering alternatives? E.g. removing default parameters
> from discount and displacement would partially force the user to look
> at the function again...

Or possibly something like

blackFormulaImpliedStdDev(price, etc)
.withGuess(guess)
.withDisplacement(d);

What do you think?

> Besides I can grant you that if you use the old guess as displacement
> you might have no problem at compile time but you're gonna notice at
> run time, so it would an evident change.

I had no doubt about it :)  The problem is that unlike a compilation
error, just seeing wrong numbers come out makes more difficult to
pinpoint what changed and in what file.

Luigi


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