Hybrid Heston Hull White test
Posted by
igitur on
URL: http://quantlib.414.s1.nabble.com/Hybrid-Heston-Hull-White-test-tp17465.html
Hi,
I'm trying to understand the purpose of that line. Just before that (line 703) the transform() function populates the times variable with year fractions from the input schedule. Then line 708 just sets the times equal to the indexes of the vector. I'm unsure whether this is intended or a bug, but currently the test passes.
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