RE: Hull - White Calibration

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/Hull-White-Calibration-tp2662p2665.html

At 09:05 AM 9/24/03, Perissin Francesco wrote:
>Please note that the BermudanSwaption example is using the high value
>0.25, therefore I would suggest to replace it with a lower value, maybe
>0.05 itself.

Francesco,
         did you try and see what happens if you do?

Just curious,
                 Luigi