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

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

Bugs item #533227, was opened at 2002-03-21 19:28
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740

Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Ferdinando Ametrano (nando)
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.

----------------------------------------------------------------------

Comment By: Ferdinando Ametrano (nando)
Date: 2002-03-21 20:19

Message:
Logged In: YES 
user_id=34616

thank you.
We had a similar bug report on the mailing list and fixed 
this in the CVS.

ciao -- Nando

----------------------------------------------------------------------

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