Re: [Quantlib-users] Testing of new changes in Python

[Ashish B. <ash...@gm...>]

Hi

Including Partha from my team who is trying to install it and test 1.27.

Luigi,

I looked at the code and noticed that the *turnbullwakemanasianengine.cpp*
doesn't include the Delta or Gamma in the results. Could including the
solver for Delta and Gamma work, how it is included
in fdblackscholesasianengine.cpp?
        results_.delta = solver->deltaAt(spot, avg, spot*0.01);
        results_.gamma = solver->gammaAt(spot, avg, spot*0.01);

Regards,
Ashish

On Fri, 24 Jun 2022 at 11:38, Ashish Bansal <ash...@gm...> wrote:

> I can understand. You are doing great work for the community by
> maintaining this library. Thanks for it.
>
> Let me try building using SWIG as per instructions on this page. Thanks
> again for info.
>
> Regards,
> Ashish
>
> On Thu, 23 Jun 2022 at 19:36, Luigi Ballabio <lui...@gm...>
> wrote:
>
>> Hello Ansish,
>>     no, I can not commit to a date for the release.  Other issues at my
>> job might take priority over the release.
>>
>> You can try the changes before the release by checking out the code from
>> GitHub and following the instructions at <
>> https://www.quantlib.org/install.shtml> to compile it.
>>
>> Hope this helps,
>>     Luigi
>>
>>
>> On Thu, Jun 23, 2022 at 11:17 AM Ashish Bansal <ash...@gm...>
>> wrote:
>>
>>> Hi,
>>>
>>> We want to test the TurnbullWakemanAsianEngine using Python. How can we
>>> test the new changes through Python SWIG?
>>>
>>> Could v1.27 be released a little early, say by 10th July, if possible?
>>>
>>> Regards
>>> Ashish Bansal
>>> _______________________________________________
>>> QuantLib-users mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>>