Re: potentially uninitialized local variables in Analytic GJR-GARCH(1, 1) Engine

Posted by Yee Man Chan on
URL: http://quantlib.414.s1.nabble.com/potentially-uninitialized-local-variables-in-Analytic-GJR-GARCH-1-1-Engine-tp12134p12140.html


Thanks for fixing my code. You guys are so efficient!

Yee Man
--- On Fri, 11/27/09, Ferdinando Ametrano <[hidden email]> wrote:

> From: Ferdinando Ametrano <[hidden email]>
> Subject: Re: [Quantlib-dev] potentially uninitialized local variables in Analytic GJR-GARCH(1, 1) Engine
> To: [hidden email]
> Cc: "QuantLib developers" <[hidden email]>
> Date: Friday, November 27, 2009, 8:42 AM
> Ok, avoided warning with cleaner
> if/else constructs:
>
> http://quantlib.svn.sourceforge.net/viewvc/quantlib/branches/R01000x-branch/QuantLib/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp?r1=16838&r2=16837&pathrev=16838
>
> ciao -- Nando
>
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