No defined process for Black-Karasinski

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#93 No defined process for Black-Karasinski

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Status: closed

Owner: nobody

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Priority: 5

Updated: 2017-12-06

Created: 2009-07-21

Creator: sk77

Private: No

The metod dynamics() in class BlackKarasinski in file blackkarasinski.cpp fails with message: "No defined process for Black-Karasinski". However the process for Black-Karasinski model seems to be defined in the same file later (in the class BlackKarasinski::Dynamics). What was the reason for disabling this functionality?

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Luigi Ballabio - 2017-12-06

status: open --> closed

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Luigi Ballabio - 2017-12-06

Moved to https://github.com/lballabio/QuantLib/issues/361

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No defined process for Black-Karasinski

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#93 No defined process for Black-Karasinski

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