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From: Chris K. <chr...@ya...> - 2009-03-02 08:34:44
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- inflation curves need to include seasonality. According to Chris Kenyon, this will be done shortly---correct, Chris? Any schedule? Hi Luigi, Re inflation there are a number of changes in the pipeline: 1) add the calibration stability updates for inflation vol 2) add the tests for the inflation vol 3) move the inflation vol to the main area (i.e. out of experimental) 4) add seasonality (multiplicative) Timeframe realistically is around three to four weeks, say the end of March. How does that suit for these steps? I'd like to have infl vol out of experimental for 1.0, what do you think? Regards, Chris |