{"action":"created","issue":{"url":"https://api.github.com/repos/amaggiulli/qlnet/issues/72","repository_url":"https://api.github.com/repos/amaggiulli/qlnet","labels_url":"https://api.github.com/repos/amaggiulli/qlnet/issues/72/labels{/name}","comments_url":"https://api.github.com/repos/amaggiulli/qlnet/issues/72/comments","events_url":"https://api.github.com/repos/amaggiulli/qlnet/issues/72/events","html_url":"https://github.com/amaggiulli/qlnet/issues/72","id":128657733,"number":72,"title":"request: example with MaxBasketPayoff","user":{"login":"akasolace","id":1136496,"avatar_url":"https://avatars.githubusercontent.com/u/1136496?v=3","gravatar_id":"","url":"https://api.github.com/users/akasolace","html_url":"https://github.com/akasolace","followers_url":"https://api.github.com/users/akasolace/followers","following_url":"https://api.github.com/users/akasolace/following{/other_user}","gists_url":"https://api.github.com/users/akasolace/gists{/gist_id}","starred_url":"https://api.github.com/users/akasolace/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/akasolace/subscriptions","organizations_url":"https://api.github.com/users/akasolace/orgs","repos_url":"https://api.github.com/users/akasolace/repos","events_url":"https://api.github.com/users/akasolace/events{/privacy}","received_events_url":"https://api.github.com/users/akasolace/received_events","type":"User","site_admin":false},"labels":[],"state":"closed","locked":false,"assignee":null,"milestone":null,"comments":9,"created_at":"2016-01-25T22:23:01Z","updated_at":"2016-02-03T10:43:06Z","closed_at":"2016-01-27T08:59:17Z","body":"First I would like to thanks the developer for that quality project, it is really much appreciated. \r\nI was looking for pricing European option on the max of two assets. I can see that in the class payoff there is mention of a MaxBasketPayoff. Is it usuable? If it is the case would you mind to add an example of how to use it? I am currently developing in csharp an implementation of Stulz and I wanted to check the result with a MonteCarlo. \r\nThank you for your help and thank again for the great work. \r\n"},"comment":{"url":"https://api.github.com/repos/amaggiulli/qlnet/issues/comments/179159106","html_url":"https://github.com/amaggiulli/qlnet/issues/72#issuecomment-179159106","issue_url":"https://api.github.com/repos/amaggiulli/qlnet/issues/72","id":179159106,"user":{"login":"akasolace","id":1136496,"avatar_url":"https://avatars.githubusercontent.com/u/1136496?v=3","gravatar_id":"","url":"https://api.github.com/users/akasolace","html_url":"https://github.com/akasolace","followers_url":"https://api.github.com/users/akasolace/followers","following_url":"https://api.github.com/users/akasolace/following{/other_user}","gists_url":"https://api.github.com/users/akasolace/gists{/gist_id}","starred_url":"https://api.github.com/users/akasolace/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/akasolace/subscriptions","organizations_url":"https://api.github.com/users/akasolace/orgs","repos_url":"https://api.github.com/users/akasolace/repos","events_url":"https://api.github.com/users/akasolace/events{/privacy}","received_events_url":"https://api.github.com/users/akasolace/received_events","type":"User","site_admin":false},"created_at":"2016-02-03T10:43:06Z","updated_at":"2016-02-03T10:43:06Z","body":"I opened the bug in QuantLib forum ... and it was close by Luigi\r\n(https://github.com/lballabio/QuantLib/issues/47)\r\nIssue was on my side as I more or less copied and paste your unit test into my code without thinking \r\nThis time everything is fine, my code passed your kirk and Stulz test unit example.\r\nIf at some point you want to implement some Greeks calculation and are looking for test data, I would be happy to provide those as there is limited data in the literature (i.e in your test unit I could complete your stulz and kirk array with some greeks computed out of my code) "}}