From: Warren C. <war...@al...> - 2006-02-22 01:05:36
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All, I'm using QuantLib to price lookback options for which I've written option and engine classes. I would like to submit the code (incl. test code) to see if they're acceptable for incorporation into the library. Would a patch be the way to go? Regards, Warren Chou warrench <at> alum.mit.edu |