>To start with I'll write two examples:
>BSM European Option Test:
> Goal: tests errors of the solutions using different methods.
>Computes and compares European call value using BSM formula, Monte-Carlo
>and Finite-Differences method, displays relative error.
>Tests put-call parity.
>Hedging error example:
>Goals: shows usage of the QL for experimental study.
>Computes profit/loss of the short European option position due to
I've seen you committed these two examples to the QuantLib CVS. Thank you.