MarketModel_SMMCapletCalibration

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MarketModel_SMMCapletCalibration

Nicola Pede
I'm meeting with some difficulties in running this program from the 0.9.0 version test suite.
It crashes during the calibration phase. 
It seems to me that in CTSMMCapletOriginalCalibration, it cannot invert the zedMatrix. I tried to invert it with Matlab and i passed it to the program, but it crashes the same. 
Have someone else met the same problem?

nicola


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"Su ciò di cui non si può parlare, si deve tacere."
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