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From: Sadruddin R. <sad...@gm...> - 2002-05-27 12:46:21
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Hi guys, I would like to know if there is anything happening on the Forex side in=20 QuantLib. I remember a discussion on quantlib-users about a Currency QuEP= ,=20 anything new about it? The point is that I will need to price some (not t= oo=20 exotic) forex options in the future, and this would be a key-point to "se= ll"=20 QuantLib to my boss. If nothing is going on, should I write a QuEP and su= bmit=20 it to the group? Any recommendation? Sad |