How to invoke HullWhite::tree()

[YuHong-4]

May I ask:
about class HullWhite ('ql/models/shortrate/onefactormodels/hullwhite.hpp'), how to invoke the class method tree() in application code?

Thanks a lot!

Regards,

Hong Yu

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[Luigi Ballabio]

On Sun, 2011-07-10 at 11:05 +0000, YuHong wrote:
>
> May I ask:
> about class HullWhite
> ('ql/models/shortrate/onefactormodels/hullwhite.hpp'), how to invoke
> the class method tree() in application code?

See for instance <ql/pricingengines/swaption/treeswaptionengine.cpp>.

Luigi


--

Grabel's Law:
2 is not equal to 3 -- not even for large values of 2.



------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
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[YuHong-4]

Thanks for the suggestion!  I can now invoke 'tree()' in the code with 3-time-step and pass compilation.  Next shall check the values.

Regards,

Hong Yu

> Subject: Re: [Quantlib-users] How to invoke HullWhite::tree()

> From: [hidden email]
> To: [hidden email]
> CC: [hidden email]
> Date: Mon, 11 Jul 2011 13:45:41 +0200
>
> On Sun, 2011-07-10 at 11:05 +0000, YuHong wrote:
> >
> > May I ask:
> > about class HullWhite
> > ('ql/models/shortrate/onefactormodels/hullwhite.hpp'), how to invoke
> > the class method tree() in application code?
>
> See for instance <ql/pricingengines/swaption/treeswaptionengine.cpp>.
>
> Luigi
>
>
> --
>
> Grabel's Law:
> 2 is not equal to 3 -- not even for large values of 2.
>
>

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