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From: Luigi B. <lui...@gm...> - 2009-01-12 16:43:20
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On Mon, 2008-12-08 at 01:54 -0800, Andrew Kolesnikov wrote: > In the Known Bugs list you could find bugs related to different FD Engines, > which essentially are the child classes of the FDDividendEngine. [...] The > main error hides in the call of > > initializeInitialCondition(); > > function, cause it contains initial grid initialization, which is absolutly > unnecessary during intermidiate step. Done, thanks. > Also with one useful addition in exercise.cpp file: > > AmericanExercise::AmericanExercise(const Date& latestDate, > bool payoffAtExpiry) > > Such constructor is already documented, but isn't realised. Ouch. Fixed this too. Thanks, Luigi -- The rule on staying alive as a forecaster is to give 'em a number or give 'em a date, but never give 'em both at once. -- Jane Bryant Quinn |