Re: [Quantlib-dev] Jamshidian engine with start delay

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

On Wed, May 15, 2013 at 9:03 PM, Peter Caspers <pca...@gm...>wrote:

> We could maybe produce cached
> values with the old engine for a test case with expiry = start date
> before moving to the new engine.
>

agreed, as far as I am concerned