Hi Luigi!
Btw, is there any curve building algorithm for illiquid bonds?
Thanks!
Cheers,
Kirill
Hello,
there's no need to get that particular revision. The
implementation is still available in the latest release.
Luigi
On Wed, Jan 29, 2014 at 5:31 PM, Mbongo Nkounga Jeffrey Ted Johnattan
<[hidden email]> wrote:
> Dear all,
>
> I am working on Curves, I would like to download and test the implementation
> done by FERDINANDO M. AMETRANO AND MARCO BIANCHETTI in their paper
> ''BOOTSTRAPPING THE ILLIQUIDITY MULTIPLE YIELD CURVES CONSTRUCTION FOR
> MARKET COHERENT FORWARD RATES ESTIMATION''
>
> The paper states that the code can be found at revision 15931 in the
> QuantLib SVN repository. However, at the beginning of June 2013, the
> QuantLib project migrated its code repository to Git and I don't know how to
> access it now.
>
> Please can you help me?
>
> Thanks in advance!
>
>
> Regards,
>
> Jeffrey
>
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WatchGuard Dimension instantly turns raw network data into actionable
security intelligence. It gives you real-time visual feedback on key
security issues and trends. Skip the complicated setup - simply import
a virtual appliance and go from zero to informed in seconds.
http://pubads.g.doubleclick.net/gampad/clk?id=123612991&iu=/4140/ostg.clktrk
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