Re: [Quantlib-users] QuantLib's GBM found flawed. What say the experts? (SOLVED)

[U.Mutlu <um...@mu...>]

Luigi, your below posting still has not made to my mail client,
maybe the mailman takes longer to send it out to the list members,
or again your mail server could not deliver to my mail server.
I just saw your posting only in the archive.

Luigi B. <lui...@gm...> - 2023-09-11 17:01:32
 >  for (size_t j = 1; j < timeSteps; ++j)

Attention! The above loop is incorrect!
It must be
   for (size_t j = 1; j <= timeSteps; ++j)
That's very important!

I think many QuantLib users even use this buggy one:
   for (size_t j = 0; j < timeSteps; ++j)
but that one is totally wrong!


I'll reply later to the rest of your posting.