Re: [Quantlib-dev] Prerelease tarballs : Change in HestonModelHelper

[javit <ca...@vi...>]

I believe you would agree that developers shouldn't rewrite/debug their codes
for every new release. Instead of replacing the last variable in
HestonModelHelper and changing  it to

      HestonModelHelper(const Period& maturity,
                          const Calendar& calendar,
                          const Real s0,
                          const Real strikePrice,
                          const Handle& volatility,
                          const Handle<YieldTermStructure>& riskFreeRate,
                          const Handle<YieldTermStructure>& dividendYield,
                          CalibrationHelper::CalibrationErrorType errorType
                                    =
CalibrationHelper::RelativePriceError);

The last variable might very well be added rather than being a replacement.
If it were an additional optional variable, then old codes utilizing
quantlib may work without adjustments. From your message, I understood that
backwards compatibility is not fully-respected by newer quantlib releases.
Actually, this is not something new, I observed similar incompabilities in
quantlibxl. Maybe, I shouldn't have complained about it now.

Thank you,
Javit


Luigi Ballabio wrote:
> 
> On Tue, 2009-11-10 at 14:02 -0800, javit wrote:
>> I'm currently using 9.7. HestonModelHelper is not working due to code
>> change.
>> 
>> Erase the last variable in your HestonModelHelper and it works fine.
> 
> I'm confused. Of course code written for 0.9.7 won't work with the
> latest tarballs. May you elaborate?
> 
> Luigi
> 
> 
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> 
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-----
Cavit (Javit) Hafizoglu
mailto:jav...@su... mailto:jav...@su... 
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