Re: Hardcoded values in SwaptionHelper.cpp

Posted by Luigi Ballabio-2 on Jan 08, 2004; 12:37am
URL: http://quantlib.414.s1.nabble.com/Hardcoded-values-in-SwaptionHelper-cpp-tp2766p2768.html

Hi,

On 2004.01.07 19:55, Daniele De Francesco wrote:
> 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? ;-)

The latter :-)
Do you qualify as a volunteer?

Later,
        Luigi