Can you send some code that reproduces the problem?
Luigi
On Thu, Sep 6, 2012 at 7:16 AM, lizhao <
[hidden email]> wrote:
>
> I am trying HullWhite alpha/sigma calibration following
> test-suite/shortratemodel.cpp,
> and found the result is very sensitive to the date (suppose
> settlement=evaluation=date).
>
> I haven't go through the codes, and do not understand what's the reason.
>
> Could you give some hints?
> --
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>
>
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