[Quantlib-dev] [ quantlib-Bugs-533227 ] McBasket strike error

[<no...@so...>]

Bugs item #533227, was opened at 2002-03-21 10:28
You can respond by visiting: 
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: McBasket strike error

Initial Comment:
In the file 
MonteCarlo/basketpathpricer.cpp
at the line 48 the constructor of BasketPathPricer 
forgets to set the variable strike to the value 
strike_.

The strike is the always 0.

Just add

strike(strike_),

to the constructor declaration.

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You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740