Optimization Question

Posted by Dimathematician on
URL: http://quantlib.414.s1.nabble.com/Optimization-Question-tp12783.html


Hi everyone:


a simple question, which I wasn't able to answer after looking into the existing code.
If my optimizer fails to fulfill one of the optimization criterias, does it throw automatically?

I haven't seen any check/throwing in the current calibrations. Thanks in advance. Dima

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