Re: Template based Hull White model

Posted by Luigi Ballabio on Jan 07, 2011; 3:30pm
URL: http://quantlib.414.s1.nabble.com/Template-based-Hull-White-model-tp8987p8988.html

On Tue, 2010-12-28 at 14:05 +0000, [hidden email] wrote:
> I coded a Hull White model in the QuantLib framework which I would
> like to contribute to the experimental folder. I am aware that there
> is already a Hull White model in QuantLib. Nevertheless I think it is
> not duplicate work. [...] I would like to know if I should simply
> submit a patch and/or if you would like to discuss the approach first
> in the mailing list.

Hi Sebastian,
        I guess any discussion would require seeing the code anyway, so please
go ahead and submit the patch.

Thanks,
        Luigi


--

A little inaccuracy sometimes saves tons of explanation.
-- H.H. Munro, "Saki"



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