Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can ...
Bug #1209690 reported by
Ueli Hofstetter
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| JQuantLib |
New
|
Medium
|
Unassigned | ||
Bug Description
Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can test the entire stuff.
@richard: not sure whether this fits with your release plan/ sb. is already working on it, so please approve or postpone this issue. i was just struggling over it reviewing finite difference stuff and looking for a good way to test it.
cheers
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