Yuki Iwashita

Results 4 comments of 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.