Hi,
I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments similar to the other engines. Basically a bool for controlVariate and an int for timeStepsPerYear. Plus a fix on the correct use of timeStepsPerYear and some safety checks. Andrea ------------------------------------------------------------------------------ Throughout its 18-year history, RSA Conference consistently attracts the world's best and brightest in the field, creating opportunities for Conference attendees to learn about information security's most important issues through interactions with peers, luminaries and emerging and established companies. http://p.sf.net/sfu/rsaconf-dev2dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev cleanup.diff (9K) Download Attachment |
On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote:
> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments > similar to the other engines. > > Basically a bool for controlVariate and an int for timeStepsPerYear. > Plus a fix on the correct use of timeStepsPerYear and some safety checks. Ok, thanks. I'll have a look at it. Luigi -- These are my principles, and if you don't like them... Well, I have others. -- Groucho Marx ------------------------------------------------------------------------------ Throughout its 18-year history, RSA Conference consistently attracts the world's best and brightest in the field, creating opportunities for Conference attendees to learn about information security's most important issues through interactions with peers, luminaries and emerging and established companies. http://p.sf.net/sfu/rsaconf-dev2dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
On 20/01/10 11:10, Luigi Ballabio wrote:
> On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote: >> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments >> similar to the other engines. >> >> Basically a bool for controlVariate and an int for timeStepsPerYear. >> Plus a fix on the correct use of timeStepsPerYear and some safety checks. > > Ok, thanks. I'll have a look at it. > > Luigi > > Did you have a change to check it? Andrea ------------------------------------------------------------------------------ SOLARIS 10 is the OS for Data Centers - provides features such as DTrace, Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW http://p.sf.net/sfu/solaris-dev2dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
On Thu, 2010-02-11 at 20:29 +0000, Andrea wrote:
> On 20/01/10 11:10, Luigi Ballabio wrote: > > On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote: > >> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments > >> similar to the other engines. > >> > >> > Did you have a change to check it? Not yet, sorry. Luigi -- Lubarsky's Law of Cybernetic Entomology: There is _always_ one more bug. ------------------------------------------------------------------------------ SOLARIS 10 is the OS for Data Centers - provides features such as DTrace, Predictive Self Healing and Award Winning ZFS. Get Solaris 10 NOW http://p.sf.net/sfu/solaris-dev2dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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