On Tue, 2007-04-24 at 10:04 -0700,
[hidden email] wrote:
> Revision: 10372
>
>
http://quantlib.svn.sourceforge.net/quantlib/?rev=10372&view=rev> Author: fdv1
> Date: 2007-04-24 10:04:52 -0700 (Tue, 24 Apr 2007)
>
> Log Message:
> -----------
> SegmentIntegral adapted to the new framework
>
> Modified: trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp
> ===================================================================
> --- trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp 2007-04-24 16:01:25 UTC (rev 10371)
> +++ trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp 2007-04-24 17:04:52 UTC (rev 10372)
> @@ -219,9 +219,9 @@
>
> - SegmentIntegral integrator(intervals);
> -
> + Size maxEvaluations = 1; // dummy value
> + Real absoluteAccuracy = .1; // dummy value
> + SegmentIntegral integrator(absoluteAccuracy, maxEvaluations, intervals);
If the parameters are dummy, shouldn't they be removed from
SegmentIntegral's constructor?
Later,
Luigi
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