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expose option date calculation #44

Merged
merged 2 commits into from Feb 25, 2016
Merged

expose option date calculation #44

merged 2 commits into from Feb 25, 2016

Commits on Jan 26, 2016

  1. expose option date calculation 

    this is useful not only within the inheritance chain, but also for
client code
    @pcaspers
    pcaspers committed Jan 26, 2016
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Commits on Jan 27, 2016

  1. set more appropriate min strike 

    for shifted lognormal and normal volatilities, zero is no longer
appropriate; since for shifted lognormal volatilities the shift is tenor
dependent we can not set a better value here
    @pcaspers
    pcaspers committed Jan 27, 2016
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