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

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/potentially-uninitialized-local-variables-in-Analytic-GJR-GARCH-1-1-Engine-tp12134p12141.html

On Fri, 2009-11-27 at 17:42 +0100, Ferdinando Ametrano wrote:
> 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

Looks right to me.

Luigi


--

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin



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