Re: [Quantlib-dev] Adding new functions to blackcalculator

[Ferdinando A. <na...@am...>]

On Thu, Nov 13, 2008 at 8:33 PM, Dima <dim...@go...> wrote:
> After thinking about it I'd suggest
> to code the delta calculations in a new class called BlackDeltaCalculator
> with a similar constructor as the BlackCalculator class. This might look
> like
> overkill (an own class for Delta calculation) on first sight, but my reasons
> are
> as follows: [...]

Not sure I agree, anyway it could be the right way to start: code it
the way it best suits you, provide unit tests (!!!!!), we quickly add
it to the experimental folder, gather feedback, and then maybe later
refactor the code

ciao -- Nando