Skip to content

No more displacement in BlackSwaptionEngine#15

Open
sfondi wants to merge 1 commit intopmazzocchi:masterfrom
sfondi:BlackSwaptionEngine
Open

No more displacement in BlackSwaptionEngine#15
sfondi wants to merge 1 commit intopmazzocchi:masterfrom
sfondi:BlackSwaptionEngine

Conversation

@sfondi
Copy link
Contributor

@sfondi sfondi commented May 26, 2017

BlackSwaptionEngine interface aligned with low level class, no more
displacement in the constructor.

BlackSwaptionEngine interface aligned with low level class, no more
displacement in the constructor.
@eehlers
Copy link
Contributor

eehlers commented Dec 28, 2017

I applied this fix to my v1.11.x branch.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants