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From: SourceForge.net <no...@so...> - 2008-03-18 12:30:05
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Feature Requests item #1918100, was opened at 2008-03-18 18:00 Message generated for change (Tracker Item Submitted) made by Item Submitter You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=362740&aid=1918100&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Priority: 5 Private: No Submitted By: abhishek Srivastava (abhiabhi001) Assigned to: Nobody/Anonymous (nobody) Summary: Few more instruments need to be added Initial Comment: Hi After going throgh all the instrumnets supported by Quantlib i come up with few more instruments for those class files need to be created. The list of those class files are as follows: Average Strike Option Best of Option Bond Future Bond Future Option Bond Option Brady Bond Calender Spread Option Cash Flow Dated CashFlow Currency Swap Option Commodity Swap Differential Swap Index Swap Option Index Swap Credit Default Swap Over Night Index Swap European Future Option Options Discretely monitored Barrier option Digital Option Average Price Equity Option Equity Option Forward Option Strip Option Strip Spread Option Dual Asset Option Spread Option Crack Option Commodities Futures Eurocurrency Futures Equity Futures Equity Cash Futures or Forward Commodities Physical Money Market Instrument Range Accrual Repo Swing Contracts Exchange Rates Yeild Curve Floting Rate Notes ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=362740&aid=1918100&group_id=12740 |