bermudan swaption, simplex

Posted by Roland Lichters on
URL: http://quantlib.414.s1.nabble.com/bermudan-swaption-simplex-tp2377.html

Hi,
I am trying to run the bermudan swaption example, but the Hull White numerical calibration hangs. I hope not to bother you with a very stupid beginner's (I am!) mistake. But I think this is because the Simplex::minimize() which is used in the example does not check end criteria, i.e. "bool end = false" never changes and the loop continues while end == false.
Would you please have a look at this?
Indeed impressed by your work!
Roland
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