Re: [Quantlib-dev] processes calibration

[Sylvain B. <syl...@gm...>]

I couldn't find the calibration part in SVN Head's "hestonprocess.cpp".

Is it commited yet or did I just look too quickly at the code?

Regards,
Sylvain


On 7/10/08, Yee Man Chan <ym...@ya...> wrote:
>
>
>
> During my email exchange with Klaus Spanderen, he told me he extended the
> Heston process calibration code to work with other processes. He said the
> new code works with my GJR-GARCH process. I have never tested it myself
> however.
>
> Yee Man
> --- On Thu, 7/10/08, Sylvain Bertrand <syl...@gm...>
> wrote:
>
> > From: Sylvain Bertrand <syl...@gm...>
> > Subject: [Quantlib-dev] processes calibration
> > To: qua...@li...
> > Date: Thursday, July 10, 2008, 10:26 AM
> > Hi everyone,
> >
> > I was wondering if there was currently a task in progress
> > to implement
> > calibration for the processes?
> >
> > Or is it something that is voluntarily left to the quantlib
> > user?
> >
> > Thanks
> >
> >
> Sylvain-------------------------------------------------------------------------
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