Feature Requests item #807851, was opened at 2003-09-17 16:52
Message generated for change (Comment added) made by lballabio
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=807851&group_id=12740Category: None
Group: None
>Status: Closed
Priority: 5
Submitted By: Francesco Perissin (fperissin)
Assigned to: Nobody/Anonymous (nobody)
Summary: Adding custom constraints to short-rate model calibration
Initial Comment:
Users should be able to add constrains to the model
calibration.
For example, one may want to keep constant one of the
2 parameters of the Hull-White model, and calibrate on
the other.
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Comment By: Luigi Ballabio (lballabio)
Date: 2003-10-30 18:19
Message:
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The feature is now implemented in CVS and will be available in the
next library release.
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