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

[Dima <dim...@go...>]

Thanks a lot. Did you have the chance to look at the black calculator that I
posted?
Sorry for annoying, but since I'm using it intensively in all of my current
classes I'm
just afraid that the discussion will start later and I have to go back and
change
everything in all of the classes :)


2009/4/27 Ferdinando Ametrano <na...@am...>

> On Mon, Apr 27, 2009 at 11:03 AM, Dima <dim...@go...>
> wrote:
> > While I'm still waiting for feedback
>
> I've just committed your fix for the (stdDev<QL_EPSILON, fwd==strike) case
>
> > I'd need smilesection.hpp to return the reference date. Is this possible?
> just done.
>
> > I continue coding and have VannaVolga and
> > Malz ready, testing included.
>
> share them as a patch whenever you're comfortable with them
>
> ciao -- Nando
>