Inconsistencies between `scriptedtrade.tex`, `scriptedtrade.pdf`, and `builders/scriptedtrade.cpp` in the latest release

[xwzhu]

Hi @pcaspers,

I'm testing the latest release v1.8.13.0 and noticed inconsistencies between scriptedtrade.tex, scriptedtrade.pdf, and builders/scriptedtrade.cpp. Specifically:

• scriptedtrade.pdf appears to be the most up-to-date, as it includes references to the FD-based local vol pricing model.
• builders/scriptedtrade.cpp does not seem to support the FD-based local vol pricing mode mentioned in the PDF.
• scriptedtrade.tex seems to be an outdated source for the PDF and does not align with the content in scriptedtrade.pdf.

Could you take a look please? Thanks!

[pcaspers]

Sorry, you are right, scriptedtrade.tex and builders/scriptedtrade.cpp are what should be in the release, while scriptedtrade.pdf was built after the code-freeze for the release, so it contains two additions

09-05-2025 & Peter Caspers & add engine type FD for local vol models \ 11-05-2025 & Peter Caspers & add trade type to engine configuration key

that are not yet available in the release. I'll see if we update the pdf or - probably more valuable to you - if we can push out a code update to master in the near future containing the two new updates.

I hope that clarifies the inconsistency at least for now

[pcaspers]

We will fix this in the upcoming bug fix release 1.8.13.1