[Quantlib-dev] [ quantlib-Bugs-533231 ] McBasket antithetic error

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

Bugs item #533231, was opened at 2002-03-21 19:30
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&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 antithetic error

Initial Comment:
In the file
MonteCarlo/basketpathpricer.cpp

at line 81 the for-cycle for the basketprice2 value is 
wrong, it is needed a something like the for-cycle for 
the basketprice.

see the attached file (which contains the path for 
strike error too)

bye


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

Message:
Logged In: YES 
user_id=34616

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

ciao -- Nando

PS There were no files attached

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You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740