Re: [Quantlib-dev] Feller Constraint for Heston calibration

[Klaus S. <kl...@sp...>]

commit...done;-)

On Monday 25 February 2008 10:56:39 Ferdinando Ametrano wrote:
> 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
>
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