Posted by
Luigi Ballabio on
Sep 01, 2010; 8:23am
URL: http://quantlib.414.s1.nabble.com/Himalayan-Option-Worries-tp6914p6920.html
On Wed, 2010-09-01 at 09:06 +0200, Luigi Ballabio wrote:
> On Wed, 2010-09-01 at 01:44 +0530, animesh saxena wrote:
> > Also another thing I will point out. Maybe you can understand this
> > better.
> > There is no evolve() method in merton76process.hpp.
>
> It inherits the generic implementation in StochasticProcess1D.
However, it lacks the methods such as drift() etc which are required by
evolve(). You're right, it's currently not usable as a process; it's
just a container for the curves and the other data.
Luigi
--
The first thing we do, let's kill all the lawyers.
-- W. Shakespeare, "King Henry VI, Part II"
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