Re: [Quantlib-dev] [ quantlib-Patches-2998216 ] Asset-or-nothing option

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

On Fri, May 7, 2010 at 5:22 PM, SourceForge.net <no...@so...> wrote:
> https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2998216&group_id=12740
>
> Submitted By: Hachemi Benyahia (hachemidxp)
> Summary: Asset-or-nothing option
>
> Initial Comment:
> Digital asset-or-nothing option with an analytic engine.
> see:E.G. Haug p.175

cash-or-nothing, asset-or-nothing, and gap options are all available
in AnalyticEuropeanEngine, and Haug values are reproduced in the
test-suite.
Am I missing something about your contribution ?

ciao -- Nando