Re: [Quantlib-dev] Black-Scholes implementation question

[Luigi B. <lui...@gm...>]

Hello Mitch,
    I'm afraid we forgot to update the main page every decade or so.

That text was written at the beginning of the project and was saying:
"there's no public implementation of financial models, and that's why we're
launching QuantLib". We're well past that stage now :)

Thanks for pointing it out! We'll try updating it to something more
relevant.

Cheers,
    Luigi

On Wed, Nov 23, 2016, 21:01 Mitch Gann <mg...@gm...> wrote:

> Hello all,
>
> I am new to the QuantLib community and was hoping to eventually contribute
> to the code base.  I see that the homepage of QuantLib states that "Black-Scholes,
> still lack a public robust implementation", therefore I though it would
> be worth helping with the Black-Scholes model in QuantLib.
>
> However upon looking in the code repository under quantlib/testsuite/
> there is blackdeltacalculator.cpp and blackformula.cpp and the code within
> looks to be handling the model already.
>
> So my questions are;
> Has the Black-Scholes model been taken care of within QuantLib using that
> code?
>
> If the first answer is No, my follow up question, is that code simply not
> "robust" enough and need improving or does the Black-Scholes model need to
> be created from scratch?
>
> Thanks everyone,
> Mitch
>
>
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