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List_of_identified_Warnings

MultiAssetOption_PayAtExpiry_Ignored
MultiAssetOption_Mixed_StartDateIgnored
CDS_SuitableCreditCurve
Bond_SettlementDaysIgnored
Bond_IssueDateIgnored
Bond_AccrualScheduleDayCountIgnored
FixedRateBondForward_IssueDateAfterBondMaturity
ForwardStartOption_Payoff_VanillaOnly
Bond_IndexIgnored
QuantoForwardStartOption_Payoff_VanillaOnly
QuantoForwardStartOption_Payoff_VanillaOnly
VanillaOption_BaroneAdesiWhaleyApprox_On_NonAmerican
VanillaOption_BjerksundStenslandApprox_On_NonAmerican
VanillaOption_JuQuadraticApprox_On_NonAmerican
VanillaOption_FdBlackScholesVanilla_On_Mixed
VanillaOption_FDEuropean_On_NonEuropean
VanillaOption_FDDividendEuropean_On_NonEuropean
VanillaOption_FDAmerican_On_NonAmerican
VanillaOption_FDDividendAmerican_On_NonAmerican
VanillaOption_FDBermudan_On_Mixed_American
VanillaOption_FdHestonVanilla_On_Mixed
VanillaOption_FdBatesVanilla_On_Mixed
VanillaOption_FdHestonHullWhiteVanilla_On_Mixed
VanillaOption_MCEuropean_On_NonEuropean
VanillaOption_MCAmerican_On_Mixed_European
VanillaOption_MCEuropeanGJRGARCH_On_NonEuropean
VanillaOption_MCEuropeanHeston_On_NonEuropean
VanillaOption_AnalyticBarrier_On_NonEuropean
VanillaOption_MCBarrier_On_NonEuropean
VanillaOption_PayAtExpiry_Ignored
VanillaOption_AnalyticBarrier_NegativeRebateIgnored
VanillaOption_HestonModel_Discretization_QuadraticExponentialMartingale
VanillaOption_GJRGARCHModel_Discretization_FullTruncation
VanillaSwaption_MarketModelBermudan
VarianceSwap_StartDateIgnored
VarianceSwap_OnlyPositiveStrike