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From: Luigi B. <lui...@gm...> - 2009-03-05 09:58:55
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On Mon, 2009-03-02 at 00:34 -0800, Chris Kenyon wrote: > 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? Timeframe is OK. I'd leave inflation vol in experimental for 0.9.9/1.0, though, since it would be the first release that includes it. Luigi -- A debugged program is one for which you have not yet found the conditions that make it fail. -- Jerry Ogdin |