Re: GJR-GARCH option pricing engine

On Thu, 2008-03-13 at 10:08 -0700, Yee Man Chan wrote:
> > It would be nice to have a test case exercising your
> > process. May you write one?
> >
>
> Of course I am going to write a test case.

Ok, thanks.

Luigi

P.S. I never went to Stanford...


--

Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.



-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2008.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-dev mailing list
QuantLib-dev@...
https://lists.sourceforge.net/lists/listinfo/quantlib-dev