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From: Ferdinando A. <na...@am...> - 2004-01-22 15:14:02
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Hi Dirk >RQuantLib does. So I'd need to redo my code. Which should be doable. But as >you asked what would break ... ok: I will wait for you to confirm that you moved from binarybarrier to vanilla with binary payoff and America exercise before removing the binarybarrier code. If you have any problem just ask and I'll try to help you. Usually I support the practice of deprecating code for the new release and removing the code in the next release, but this time I would prefer to remove the code in order not to have to back-port the fixes I did from American digital options to binary barrier options. ciao -- Nando |