Re: R: R: Hull White Calibration?

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/R-R-Hull-White-Calibration-tp2849p2850.html

On 2004.03.25 14:59, Berardi Luca wrote:
> I think I finally found what was going wrong...
> I realized that when instantiating the set of CapHelpers the
> corresponding pricing engine is silently set to BlackCapFloor...

Ouch. Cap helpers shouldn't do that...
I'll check whether they can be made to signal an error if no engine is  
explicitly set.

Thanks for finding out,
                        Luigi