:-) I knew it.....
I am very cautious about changing code that I haven't written because I'm
afraid I might overlook some other important features implemented by
whomever wrote before me.
BUT... We are working on a swaption helper for us and once we are happy with
it I'll try to incorporate it as an alternate constructor.
After all I see that it's building the SimpleSwap using the deprecated
constructor, so we might as well write a new SwaptionHelper constructor,
submit it to you guys and then you can decide if it's worthy of inclusion.
:-)
Cheers,
Daniele
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, January 08, 2004 3:37 AM
To: Daniele De Francesco
Cc: '
[hidden email]'
Subject: Re: [Quantlib-users] Hardcoded values in SwaptionHelper.cpp
Hi,
On 2004.01.07 19:55, Daniele De Francesco wrote:
> I've been trying to use the SwaptionHelper class, but in the body of
> the constructor it builds a few SimpleSwaps with a lot of hardcoded
> values. I have checked the CVS repository to find out if there are
> newer versions of the file, but it seems we are still at 1.11
> Is anybody else working on a revised version? Or is it just one of
> those known issues in search of a volunteer? ;-)
The latter :-)
Do you qualify as a volunteer?
Later,
Luigi
Locked
