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From: Luigi B. <lui...@gm...> - 2009-03-18 08:10:53
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On Tue, 2009-03-17 at 20:01 +0100, Ferdinando Ametrano wrote: > McCliquetOption It's being worked on. A few students at Nice polytechnique are migrating it to the new framework as an assignment for a course of theirs. The model is not going to change, though---it's going to be a straight migration to instrument + pricing engine. Luigi -- Never mistake motion for action. -- Ernest Hemingway |