François Cocquemas

New vanilla option FD schemes

9

Hello, I have tweaked `americanOptionEngine` to handle the new FD schemes [described here](https://github.com/lballabio/QuantLib/blob/master/test-suite/europeanoption.cpp) for European options. (See `EuropeanOptionTest::testPDESchemes()`) It seems to work fine, although some unit tests would be good....

Hello, And thank you for the awesome library! I was wondering if there is a way to evaluate the potential on a point that it wasn't trained on. For instance,...

Partitioning into multiple subsets

1

Hello, First of all, fantastic library, and incredibly fast. Thank you so much for sharing it. I'm really terrible at combinatorics, so my problem may have an obvious answer. Is...