JQuantLib

code review :: BivariateNormalDistribution

Bug #1209799 reported by Richard Gomes
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JQuantLib
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Bug Description

//TODO: code review :: seems like we should extend or implement something ?

Tags: code-review
Revision history for this message
Richard Gomes (frgomes) wrote :

I've added "implements BynaryFunctionDouble" bacause makes sense.

But this class needs to be understood against original C++ code and eventually more changes will be needed.

Revision history for this message
Richard Gomes (frgomes) wrote :

Class BivariateNormalDistribution dissapeared in QL 0.9.7, being substituted by
    BivariateCumulativeNormalDistributionDr78
    BivariateCumulativeNormalDistributionWe04DP

Please refactor in order to comply to QL0.9.7

Revision history for this message
Richard Gomes (frgomes) wrote :

Kicked to v0.1.4

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