expose option date calculation #44
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this is useful not only within the inheritance chain, but also for client code
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
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This belongs rather to #42, but since both are going to be in 1.8 I guess it doesn't matter? Sorry. |
lballabio
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Feb 25, 2016
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this is useful not only within the inheritance chain, but also for
client code