Re: [QuantLib-svn] SF.net SVN: quantlib:[18270] trunk/QuantLib

Posted by Klaus Spanderen-2 on Jun 27, 2012; 8:06pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-18270-trunk-QuantLib-tp13412p13413.html

Hi Luigi,

 

good idea, thanks for the hint. I'm going to change it.

 

regards

Klaus

 

 

On Wednesday, June 27, 2012 05:44:16 PM Luigi Ballabio wrote:

> Last one :)

>

> Is the order of convergence (or a lack of one) known when an

> extrapolation is created, given h and f? If so, we could pass it to

> the constructor and leave the interface for calling the formula just

> as operator()(t) so that we don't have to pass the order again and

> again,

>

> We might also overload it with operator()(t,s) if we didn't pass the

> order of convergence. Just a thought, no big deal anyway---it's just

> that formulaUnknownConvergence looks awfully long...

>

> Luigi

>

 

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