And I'm trying to get the info. together that will show the same calibration
as shown in Brigo and Mercurio's book (I need the euro yield curve at feb 13.
2001 at 5pm). To be used in the test suite perhaps.
I've gotten in touch with Brigo, but he has sent me onto Mercurio. This may
take a little time since they seem to be very busy people. I will keep you
posted anyway.
Mike.
Quoting Luigi Ballabio <
[hidden email]>:
> On 2004.06.22 11:46, Lars Schouw wrote:
> > Does anyone have some sample code showing the G2 functionality?
> >
> > I tried to have a look in the testsuite there was no test for G2.
>
> Hi,
> next release (out shortly) will use G2 in one of the examples,
> namely, BermudanSwaption.
>
> Later,
> Luigi
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quantlib-users mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-users>
--