Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-Bond-cleanPriceFromZSpread-tp7310p7317.html
On Sat, 2009-03-07 at 08:14 -0500, Guowen Han wrote:
>
> We are right on the dirtyPriceFromZSpreadFunction().
> We are actually talking about different issue. I was talking about the
> OAS finding.
> Do you have any idea how should it be done efficiently?
Right now, I'm not even sure that I know how to do it inefficiently :)
I think I wouldn't care that much about efficiency the first round of
coding, though. Are you willing to work on this, by the way?
Luigi
--
The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
-- Michael Jackson
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