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Finding Continuation Triangles And Wedges With Rate this Topic:
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ahsoliveira
Posted : Thursday, June 30, 2011 1:01:10 AM
Registered User
Joined: 10/14/2007
Posts: 3
Hi

Searching through the forum I came across this tutorial

http://forums.worden.com/default.aspx?g=posts&t=26559

Tried to implement this in TC2000 but was unsuccessful as I was not able to apply formula to price as he indicated within his video.

Is there any work around or a PCF which does the same as above

Regards
diceman
Posted : Thursday, June 30, 2011 1:23:14 AM
Registered User
Joined: 1/28/2005
Posts: 6,049

See my 6-2-11 9:53:53 post in that post.


Thanks
diceman

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