Yuki Iwashita
Yuki Iwashita
The equivalent handling can be implemented in `BlackFxSingleBarrierOptionProductPricer` keeping the formula repositories purely mathematics.
Changed the label. This is inefficient especially when doing calibration with e.g.,`CubicSplineInterpolator` where the node sensitivity computation is requested every step, then the linear system is solved twice. For several...
Requires https://github.com/OpenGamma/Analytics/pull/22 to be merged.
Requires https://github.com/OpenGamma/Strata/pull/400 to be merged.