Simon Garruto
Simon Garruto
The variable struct has a member Graph, maybe can be wrapped inside a Box?
I'd take this one. Do you have some references for the implementation?
@avhz I also found a chapter in implementing quantlib. I'm reading, we will see soon.
> You can take a look [here](https://github.com/qirg/Derivative-Pricing/tree/master/src), specifically at the PDE_European.jl and PDE_American.jl files. I worked on this very problem a while ago, albeit, in Julia. Feel free to translate...
@yfnaji yeah you can take it for sure!