From: Ken A. <li...@an...> - 2006-04-26 21:28:47
|
I have moved to 0.3.12 specifically because I need thetaPerDay() for VanillaOption, both in csharp and java. The documentation shows that thetaPerDay() is available in the VanillaOption class. Unfortunately, the Java SWIG files do not have this method, and the class it's declared in, OneAssetOption, isn't even part of the class hierarchy on the Java side. Can someone please help me work this out? Is there something missing in the SWIG definition files? Thanks, Ken |