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From: Jude O'K. <jwo...@gm...> - 2005-12-13 14:44:21
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Looks like the C# SWIG is missing the wrapper for Binomial Vanilla Engine. So models such as CRR, JarrowRudd, AdditiveEQPBinomialTree etc are unavailable which makes pricing a lot of derivatives almost impossible. Just like also to say thanks to all QuantLib developers for making such a great free library |