the discount factor of HW tree

[LIU Kui]

Hello

        I write a program to see how the tree works.

        But I found in some nodes of the tree, the discount factors are bigger than 1.

        How can I avoid it?

        Attached file is my test file. The problem node is in line 154.
 

　　　　　　　　LIU Kui
　　　　　　　　[hidden email]
　　　　　　　　　　2004-04-03

[Luigi Ballabio-2]

Hi,

On 2004.04.03 03:18, LIU Kui wrote:
> I write a program to see how the tree works.
> But I found in some nodes of the tree, the discount factors
> are bigger than 1.

I'm afraid I don't have much time to look into it at this time. May you  
file a bug report? The address is
http://sourceforge.net/tracker/?group_id=12740&atid=112740

Thanks,
        Luigi