Translate test cases which make use of BlackFormula
Bug #1209705 reported by
Richard Gomes
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| JQuantLib |
New
|
Medium
|
Unassigned | ||
Bug Description
Translate test cases which make use of BlackFormula (except market models):
* quotes.cpp
* old_pricers.cpp
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Revision history for this message
| Gary Kennedy (gkennedy) wrote | #1 |
Revision history for this message
| Richard Gomes (frgomes) wrote | #2 |
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old_pricer.cpp doesnt seem to use blackfromula methods explicitly although its in the header file includes.
quotes.cpp uses blackformula on a test involving interest rates, Euribor. This is not translated yet and not likely to be for 0.1.2.
propose this issue is simply deferred to 0.1.3