Thread: Program equi_symphony2

Equi_symphony2 is a Symphony enabled application that makes available 15 QuantLib routines to price different kinds of financial options, for example European, American and Bermudan options in the Black Scholes world.

The attachment contains the equi_symphony2 program.

Equi_symphony2 has been developed using Symphony DE 3.0. Work is in progress to extend this application to the Symphony DE 4.0 environment.

Further information can be found in the post dated August 1, 2008 in the forum QuantLib Grid-Enablement Project:
Quantlib Project Area

The next update will show the sample ported to Symphony DE 4.0 and reading input from a file. We'll also post some performance results.

- Ajith