Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Generalized-Hull-White-model-problems-tp12503p12512.html
On Thu, 2010-06-10 at 10:16 -0700, Javit Hafizoglu wrote:
> I'm relocating. Lots of things to do. I'm planning to finish this update by
> the end of June.
No problem, take your time.
Luigi
> Luigi Ballabio wrote:
> >
> > 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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--
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For smoking of his old cherry-briar;
Father's got the sack from the water-works
'Cos he might set the water-works on fire.
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