Re: [Quantlib-dev] credit modeling, Issuer, etc.

[Luigi B. <lui...@gm...>]

On Wed, 2009-02-25 at 19:38 +0100, Jose Aparicio-Navarro wrote:
> Your not alone! I am resiting; but not for long, I guess sending code in
> the old interface format will be bad manners...

Not necessarily. It just stay in the experimental folder.


> Also..., to make things worst I am sending code with some changes for the cds
> and calibration  in a few days. Luigi, you do not know where I park my car,
> right? :-)

Not yet, but one can do a lot of things with Google Earth there days...


> One more point on the Issuer issue: Seniority today is a property of a
> DefaultEvent, while this is a property of debt linked for instance
> to an expected recovery rate.

True. It should probably be removed from DefaultEvent. How about
restructuring? Does it belong?

Luigi


-- 

For every problem there is one solution which is simple, neat, and
wrong. 
-- H. L. Mencken