Yuki Iwashita
Results
4
issues of
Yuki Iwashita
* Review handling of detachment date in ex-coupon period in **DiscountingFixedCouponBondProductPricer**
Type:NeedsInvestigation
Due to #1464, interpolant coefficients for piecewise polynomial interpolators are computed twice if node sensitivity is requested.
Type:Enhancement
For the moment the substantial part of root-finding process is not covered by the unit test for NormalImpliedVolatilityFormula.
Type:Task