Posted by
sebastian-106 on
Jan 10, 2011; 11:40am
URL: http://quantlib.414.s1.nabble.com/Template-based-Hull-White-model-tp8987p8989.html
Hi Luigi,
thanks for your response. I just submitted a patch and an example XL workbook.
Please let me know if you have any questions or remarks.
Sebastian
On Jan 7, 2011, Luigi Ballabio <
[hidden email]> wrote:
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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