public:FWDE: [Quantlib-users] Hull - White Calibration
Oops ,
in my last mail I forgot a necessary information: the error in the 2nd calibration is 10 times bigger than the error got in the first calibration, which was absolutely accettable.
Bye
Francesco
############################### DISCLAIMER #################################
This message (including any attachments) is confidential and may be
privileged. If you have received it by mistake please notify the sender by
return e-mail and delete this message from your system. Any unauthorised
use or dissemination of this message in whole or in part is strictly
prohibited. Please note that e-mails are susceptible to change. Banca del
Gottardo (including its group companies) shall not be liable for the
improper or incomplete transmission of the information contained in this
communication nor for any delay in its receipt or damage to your system.
Banca del Gottardo (or its group companies) does not guarantee that the
integrity of this communication has been maintained nor that this
communication is free of viruses, interceptions or interference.
############################################################################
Locked
