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-tp6162p6174.html

Thanks for the reply!

I'm also looking at the test-suite/hestonmodel.cpp example which is kind of closer to what I want to do.

I have a question about the way the calibration is done. In testBlackCalibration and testDAXCalibration methods, I don't see any use of a market price. So, what are we calibrating this model to ?   I'm sure I'm missing something ;)

Thank you.

CJ