TermStructure->times()

Posted by suhasg on
URL: http://quantlib.414.s1.nabble.com/TermStructure-times-tp16189.html

Hello,

 

I am going through the Bermudan swaption example and noticed that when calibrating HW, to build TimeGrid, termstructure’s times() method is called.

I am not clear about exactly what this method returns.

Since this is called inside a loop, why would the TermStructure return different results for each swaptionhelper?

 

Thanks in advance,

Suhas.

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