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Re: Garch11 in Quantlib

Posted by Luigi Ballabio on May 15, 2012; 7:35am
URL: http://quantlib.414.s1.nabble.com/Garch11-in-Quantlib-tp12538p12540.html

Hi,
    at this time there's no code for calibration in the library (the
Garch11 class declares a calibrate method, but it's empty). If anyone
wants to contribute it, I'll be glad to add it to the repository.

Luigi

On Mon, May 14, 2012 at 7:25 PM, Yue Zhao <[hidden email]> wrote:
> My question might be silly. I am using the Garch11 class in QL, but I didn't
> see how to calibrate this model. Does anyone know how do calibration?

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