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From: Ferdinando A. <na...@am...> - 2008-10-16 15:06:02
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Hi Chris > You may wish to add the line > results_.expectedTrancheLoss.resize(dates.size(), 0.0); > in syntheticcdoengines.cpp, line 184. you're right, thank you for pointing this out. Anyway it's not enough yet. Checking on my spare machine in my spare time... ciao -- Nando |