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Hi group; In HullWhite.cpp boost::shared_ptr<NumericalMethod> HullWhite::tree(const TimeGrid& grid) const{ ... value = std::log(value/discountBond)/dt; impl->set(grid[i], value); How to access these "value"s after the tree is built? }
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On Mon, 2007-05-21 at 14:44 -0400, Guowen Han wrote:
> In HullWhite.cpp > > boost::shared_ptr<NumericalMethod> HullWhite::tree(const > TimeGrid& grid) const{ > ... > value = std::log(value/discountBond)/dt; > impl->set(grid[i], value); > } > How to access these "value"s after the tree is built? I'm afraid you don't. If needed, they should be exposed from the corresponding classes. Luigi ---------------------------------------- Cogito ergo I'm right and you're wrong. -- Blair Houghton ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi Luigi, I actually tried to find a class that can be used to access these values. Since the program structure is so complicated, I never get successed. Could anyone here help? Thanks, Guowen
On Mon, 2007-05-21 at 14:44 -0400, Guowen Han wrote: > In HullWhite.cpp > > boost::shared_ptr<NumericalMethod> HullWhite::tree(const > TimeGrid& grid) const{ > ... > value = std::log(value/discountBond)/dt; > impl->set(grid[i], value); > } > How to access these "value"s after the tree is built? I'm afraid you don't. If needed, they should be exposed from the corresponding classes. Luigi ---------------------------------------- Cogito ergo I'm right and you're wrong. -- Blair Houghton ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ________________________________________________________ DTCC DISCLAIMER: This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error, please notify us immediately and delete the email and any attachments from your system. The recipient should check this email and any attachments for the presence of viruses. The company accepts no liability for any damage caused by any virus transmitted by this email. ------------------------------------------------------------------------- This SF.net email is sponsored by DB2 Express Download DB2 Express C - the FREE version of DB2 express and take control of your XML. No limits. Just data. Click to get it now. http://sourceforge.net/powerbar/db2/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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