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From: <TB...@ao...> - 2006-06-07 12:27:49
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Hi toyin, The option class was introduced to allow set up of arguments and pass to pricing engine. At the time of design I thought the schedule object would be required. I think its redundant but we just leave as it is. Being stored as private is not an issue as all arguments to be set up to be passed onto pricing engine are all declared as private and not to be inherited. The same applies to all option pricing engines in QuantLib. I will send you source code for latest changes in my next e-mail Regards Theo |