Re: QuantLib-users Digest, Vol 49, Issue 4

[Slava Mazur-2]

I've got an implementation of GARCH11::calibrate method that I can contribute, but it depends on changes made to TimeSeries class.
As soon as corresponding patch is applied I can submit GARCH11 stuff.

Regards,

Slava

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[Luigi Ballabio]

On Thu, 2010-06-03 at 17:46 -0400, Slava Mazur wrote:
> I've got an implementation of GARCH11::calibrate method that I can
> contribute, but it depends on changes made to TimeSeries class.
> As soon as corresponding patch is applied I can submit GARCH11 stuff.

You referring to the changes in the patch manager, right?

Luigi


--

Of course, if people could just act consistently, they could keep
their desks clean, avoid cavities, lose weight, give up smoking,
play a musical instrument, and possibly even produce software on
a regular and timely basis.
-- Alistair Cockburn



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[Slava Mazur-2]

Yes. Here is the link http://sourceforge.net/tracker/?group_id=12740&atid=312740
Patch id 3000492.

-----Original Message-----
From: Luigi Ballabio [mailto:[hidden email]]
Sent: Friday, June 04, 2010 2:51 AM
To: Slava Mazur
Cc: [hidden email]
Subject: RE: QuantLib-users Digest, Vol 49, Issue 4

On Thu, 2010-06-03 at 17:46 -0400, Slava Mazur wrote:
> I've got an implementation of GARCH11::calibrate method that I can
> contribute, but it depends on changes made to TimeSeries class.
> As soon as corresponding patch is applied I can submit GARCH11 stuff.

You referring to the changes in the patch manager, right?

Luigi


--

Of course, if people could just act consistently, they could keep
their desks clean, avoid cavities, lose weight, give up smoking,
play a musical instrument, and possibly even produce software on
a regular and timely basis.
-- Alistair Cockburn



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GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
lucky parental unit.  See the prize list and enter to win:
http://p.sf.net/sfu/thinkgeek-promo
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