Re: [Quantlib-users] Currency options and forwards

[Luigi B. <lui...@gm...>]

On 12/07/2005 06:46:02 AM, Joseph Wang wrote:
> Just curious what are the issues involved in adding currency =20
> forwards, futures, and options to quantlib.

It would be a lot cleaner to introduce them if instruments and cash =20
flows returned Money instances instead of doubles. But it's a rather =20
major change, so I'll have to do it carefully. I don't know how much =20
time it'll take.

Luigi


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