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From: Richard G. <rgo...@ya...> - 2007-09-11 04:15:45
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Luigi Find attached the example EquityOptions translated to Java. I've made several changes in options.i in order to: 1. Support CamelCaseNamesForTemplates, like CoxRossRubinstein, for instance. 2. Expose FDBermudan Notice that, in the end of EquityOptions.java there's still some code not translate. This is due to a missing .i file which options.i is dependent on. Thanks Tito Ingargiola for the help you provided and your work on options.i Kind Regards -- Richard Gomes |