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From: <TB...@ao...> - 2006-05-11 08:52:30
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Hi toyin, Luigi can correct me if I am wrong but so far the implementation is correct. The posting you saw was regarding discrete dividends which is not part of the current implementation as what we had in developement was incorrect. I intend to look at the discrete dividends bit. Regards Theo |
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From: <TB...@ao...> - 2006-06-06 15:31:15
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Hi toyin, Yes I have a resolution and with some code with examples. I am waiting for Luigi to come back from vacation to check the code. If he's happy with it then it will be comitted to quantlib cvs. Regards Theo |
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From: Toyin A. <toy...@ho...> - 2006-06-06 15:46:29
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Hi, Are you saying that the code correction has already been commited to CVS, but the examples/test have not? If the code corrections have not been commited what has been commited? In addition, if the code corrections have not been commited, is it possible for you to email me your corrections so that I can play with it a bit? Best Regards, Toy out. >From: TB...@ao... >To: toy...@ho... >CC: qua...@li... >Subject: Re: [Quantlib-dev] ConvertibleBond framework >Date: Tue, 6 Jun 2006 11:30:59 EDT > >Hi toyin, > >Yes I have a resolution and with some code with examples. I am waiting >for >Luigi to come back from vacation to check the code. If he's happy with it >then it will be comitted to quantlib cvs. > >Regards > >Theo > >_______________________________________________ >QuantLib-dev mailing list >Qua...@li... >https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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From: Toyin A. <toy...@ho...> - 2006-06-06 20:03:43
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Hi, I've had a quick look at some of the converibleBond code within CVS, it looks like within the ConvertibleBond::option class, a schedule object is passed to the constructor and stored, but it is never used within the class (stored as private and thus inherited classes will also not gain access to it.) Toy out. >From: TB...@ao... >To: toy...@ho... >CC: qua...@li... >Subject: Re: [Quantlib-dev] Re: ConvertibleBond framework >Date: Tue, 6 Jun 2006 11:30:59 EDT > >Hi toyin, > >Yes I have a resolution and with some code with examples. I am waiting >for >Luigi to come back from vacation to check the code. If he's happy with it >then it will be comitted to quantlib cvs. > >Regards > >Theo > |
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From: Luigi B. <lui...@gm...> - 2006-06-12 09:48:07
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On 06/06/2006 05:30:59 PM, TB...@ao... wrote:
> Yes I have a resolution and with some code with examples. I am
> waiting for Luigi to come back from vacation to check the code.
I'm back.
Later,
Luigi
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From: <TB...@ao...> - 2006-06-07 12:27:49
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Hi toyin, The option class was introduced to allow set up of arguments and pass to pricing engine. At the time of design I thought the schedule object would be required. I think its redundant but we just leave as it is. Being stored as private is not an issue as all arguments to be set up to be passed onto pricing engine are all declared as private and not to be inherited. The same applies to all option pricing engines in QuantLib. I will send you source code for latest changes in my next e-mail Regards Theo |
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From: Toyin A. <toy...@ho...> - 2006-06-07 13:52:06
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Thanks, I'll play with it tomorrow, need to finish testing some LFM stuff first... Regards, Toy out. >From: TB...@ao... >To: toy...@ho... >CC: qua...@li... >Subject: Re: [Quantlib-dev] ConvertibleBond framework >Date: Wed, 7 Jun 2006 09:11:23 EDT > >Hi toyin, > >I have made some corrections but none have been committed. The versions >in >cvs are current with version 3.12 of the release. > >Please find attached corrections. > > >Regards > >Theo > ><< test.zip >> |
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From: Toyin A. <toy...@ho...> - 2006-05-11 08:59:20
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Okay, Nice work by the way... Have you had a look at the HullWhite, G2 process classes yet (I know that the code is currently within the dev CVS)? I believe that you too were looking for an interest rate montecarlo framework. Toy out. >From: TB...@ao... >To: toy...@ho... >CC: lui...@gm..., qua...@li... >Subject: [Quantlib-dev] Re: ConvertibleBond framework >Date: Thu, 11 May 2006 04:52:18 EDT > >Hi toyin, > >Luigi can correct me if I am wrong but so far the implementation is >correct. > >The posting you saw was regarding discrete dividends which is not part of >the current implementation as what we had in developement was incorrect. > >I intend to look at the discrete dividends bit. > > >Regards > >Theo > |
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From: Toyin A. <toy...@ho...> - 2006-06-06 14:52:03
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Hi Theo, Has the discrete dividends bit within the ConvertibleBond framework been resolved? I noticed that you made some changes to this part of the code. Toy out. >From: TB...@ao... >To: toy...@ho... >CC: lui...@gm..., qua...@li... >Subject: [Quantlib-dev] Re: ConvertibleBond framework >Date: Thu, 11 May 2006 04:52:18 EDT > >Hi toyin, > >Luigi can correct me if I am wrong but so far the implementation is >correct. > >The posting you saw was regarding discrete dividends which is not part of >the current implementation as what we had in developement was incorrect. > >I intend to look at the discrete dividends bit. > > >Regards > >Theo > |
