[Quantlib-dev] bug in blackcapfloorengine.cpp?

[Chris K. <chr...@ya...>]

(Also in bug tracker.)

Hi,

in blackcapfloorengine.cpp when the type is Collar the optionletsPrice does
not appear to be updated correctly.  Since the collar is long a cap and
short a floor should the optionletsPrice also have the floor subtracted as the
value does?  

I.e. does a line need adding after 131 as:

    optionletsPrice.back() -= temp;

Best regards,
Chris