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From: Jude O'K. <jwo...@gm...> - 2005-12-14 15:15:48
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Tks Luigi, Looks fine, also missing some of the classes for valuing Basket Options, namely "Basket Option" and "MCBasketEngine" On 12/13/05, Luigi Ballabio <lui...@gm...> wrote: > > > On 12/13/2005 03:44:17 PM, Jude O'Kelly wrote: > > Looks like the C# SWIG is missing the wrapper for Binomial Vanilla > > Engine. > > Jude, > it's present, but it is incorrectly called > BinomialEuropeanEngine. Thanks for pointing out. > > Cheers, > Luigi > > > ---------------------------------------- > > Grabel's Law: > 2 is not equal to 3 -- not even for large values of 2. > > |