Re: Quantlib's equivalent of Matlab's lsqnonlin

Posted by nabbleuser2008 on
URL: http://quantlib.414.s1.nabble.com/Quantlib-s-equivalent-of-Matlab-s-lsqnonlin-tp6162p6173.html

Hi, Klaus,

 Thank you very much. Yes, I understand it now. I have one other question pls ;)

 If  I want to use the put prices for the calibration, how can I use the HestonModelHelper class. I see it does the work for Call payoff. I don't see how to change that to a Put payoff ?

 Thank you very much.

CJ