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eddelbuettel / rquantlib

R interface to the QuantLib library
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Bermudan swaption rewrite #38

Closed tleitch closed 8 years ago

tleitch commented 8 years ago

Rewrote bermudanSwaption.R to include vol search, take option start date and maturity date, and use a discount curve instead of market quotes as input. Man page updated to rflect these changes

tleitch commented 8 years ago

The branch includes affineSwaption code and docs but I am not submitting this now, will submit next along with unit tests. Files for this pull request are bermudan.R, bermudan.cpp, and BermudanSwaption.Rd

eddelbuettel commented 8 years ago

I will disregard this pull request as it fails even most basic requirements of building, let alone testing.

You have nine (!!) merge conflicts left in these files submitted.

tleitch commented 8 years ago

Git problem (my).On Apr 20, 2016, at 11:02 AM, Dirk Eddelbuettel notifications@github.com wrote:I will disregard this pull request as it fails even most basic requirements of even building. You have nine (!!) merge conflicts left in these files submitted. —You are receiving this because you modified the open/close state.Reply to this email directly or view it on GitHub