[Quantlib-dev] Finite differences and sample curves

[Joseph W. <jo...@co...>]

Hello,

In my personal CVS, I've made some modifications to the finite 
difference engines so that you can grab the entire price curve at the 
end of the calculation.  This involved some changes in the base classes 
to allow for the return of price curve information and the creation of a 
SampledCurve class which includes a curve and its grid.

Would it be a good idea for me to wait until after 0.3.11 has been 
branched to check this in? 

Dr. Joseph Wang
Looking for quant work involving quantlib, China and/or petroleum
http://www.gnacademy.org/joe