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From: Ferdinando A. <na...@am...> - 2008-02-25 09:56:41
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On Fri, Feb 22, 2008 at 9:44 PM, Klaus Spanderen <kl...@sp...> wrote: > the Feller constraint is already in QuantLib .. well hidden as an inner class > of the class HestonModel and called HestonModel::VolatilityConstraint (okay, > the name wasn't that clever;-) why don't you rename it? ;-) ciao -- Nando |