Hardcoded values in SwaptionHelper.cpp
Posted by Daniele De Francesco-2 on Jan 07, 2004; 10:56am
URL: http://quantlib.414.s1.nabble.com/Hardcoded-values-in-SwaptionHelper-cpp-tp2766.html
Hi,
I've been trying to use the SwaptionHelper class, but in the body of the
constructor it builds a few SimpleSwaps with a lot of hardcoded values.
I have checked the CVS repository to find out if there are newer versions of
the file, but it seems we are still at 1.11
Is anybody else working on a revised version? Or is it just one of those
known issues in search of a volunteer? ;-)
Thanks for any help on the matter,
-Daniele De Francesco
Bracebridge Capital