Re: Possible problem on bermuda swaptions

Posted by Luigi Ballabio on Feb 23, 2005; 5:57am
URL: http://quantlib.414.s1.nabble.com/Possible-problem-on-bermuda-swaptions-tp3616p3617.html

Luca,
        never mind my request for data reproducing the problem---I found  
some myself. I'll look into the calculations.

Ciao,
        Luigi

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Hofstadter's Law:
        It always takes longer than you expect, even when you take
        Hofstadter's Law into account.