[Quantlib-dev] [ quantlib-Patches-3022766 ] BlackDeltaCalculator

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Patches item #3022766, was opened at 2010-06-29 12:31
Message generated for change (Settings changed) made by lballabio
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https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3022766&group_id=12740

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Category: None
Group: None
>Status: Pending
Resolution: None
Priority: 5
Private: No
Submitted By: Dimathematician (dimathematician)
Assigned to: Luigi Ballabio (lballabio)
Summary: BlackDeltaCalculator

Initial Comment:
Added various functions such as the derivatives of all deltas with respect to strike and volatility

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Comment By: SourceForge Robot (sf-robot)
Date: 2011-04-18 13:20

Message:
This Tracker item was closed automatically by the system. It was
previously set to a Pending status, and the original submitter
did not respond within 180 days (the time period specified by
the administrator of this Tracker).

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Comment By: SourceForge Robot (sf-robot)
Date: 2010-10-20 12:20

Message:
This Tracker item was closed automatically by the system. It was
previously set to a Pending status, and the original submitter
did not respond within 14 days (the time period specified by
the administrator of this Tracker).

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Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 15:52

Message:
Dimitri,
    sorry, but I can't make sense of the diffs.  In a nutshell, the
problem is:
- you previously contributed a version A of the files;
- I added it to the repository after some changes (formatting, replacing
const Real& with Real, etc.) so the file in ql/experimental/fx is now a
version B;
- you added new features to your original version A, obtaining a version
C;
- finally, you posted here the diffs between B and C.  But those are (C-A)
- (B-A), i.e., an intertwining of your additions with the formatting and
parameter changes.

Now, due to the changes between A and B, we have that on the one hand, the
diffs cover almost the entire file; and on the other hand, if I were to
apply them, I would just obtain C, thus losing the changes between A and B
entirely.

The best thing would be for you to take B from the repository, add the new
features to it, and post new clean diffs.

Thanks,
    Luigi

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