Re: Generalized Hull-White model problems

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Generalized-Hull-White-model-problems-tp12503p12507.html

On Thu, 2010-05-27 at 10:04 -0700, Javit Hafizoglu wrote:
> I believe Luigi forgot to change the generalized HW code when he made the
> change in the parameter class to include the positive constraint.

Yes, possibly.

> Your point for the "size()"  vs "size()+1" is valid.

> Luigi, please let me know if you would like me to get involved also.

Yes, please. If you could correct the size issue and check that the
trunk version calibrates correctly, that would be great.

Thanks,
        Luigi


--

Ogden's Law:
The sooner you fall behind, the more time you have to catch up.



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