G2::FittingParameter

[Lars Schouw]

I can't see where the method value() in the class G2::FittingParameter is called from. It must be called from somewhere!!
This is in the header file g2.hpp

Regards
Lars Schouw

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[Luigi Ballabio]

On 11/24/2005 05:15:55 AM, Lars Schouw wrote:
> I can't see where the method value() in the class G2::FittingParameter
> is called from. It must be called from somewhere!!
> This is in the header file g2.hpp

It is called inside G2::Dynamics::shortRate. The fitting_ variable is a  
G2::FittingParameter. When fitting_(t) is called, operator() delegates  
to value().

Luigi

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Hanlon's Razor:
         Never attribute to malice that which is adequately explained
         by stupidity.

[Lars Schouw]

Luigi

Thank your for a fast answer like always.

shortRate belonging to G2::Dynamics is never called.
I guess we can remove this code that is never used?
It also become clear that this is not needed when reading the Brigo Mercurio book chaper 4.2.

Regards
Lars Schouw

On 11/24/2005 05:15:55 AM, Lars Schouw wrote:
> I can't see where the method value() in the class G2::FittingParameter
> is called from. It must be called from somewhere!!
> This is in the header file g2.hpp

It is called inside G2::Dynamics::shortRate. The fitting_ variable is a G2::FittingParameter. When fitting_(t) is called, operator() delegates to value().

Luigi

 

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