Re: [Quantlib-dev] market models code

[Mark j. <mar...@gm...>]

Well all that really needs to be done is changing all the valarrays I
changed to deques and timing the testsuite. The only slight subtlety
is that the argument orders tend to be different for valarrays.

best

mark


2009/11/17 Luigi Ballabio <lui...@gm...>:
> On Tue, 2009-11-17 at 13:03 +1100, Mark joshi wrote:
>> I'll put it on the "todo" list which is rather large right now...
>
> If it's just trying the timing, I can do that (I'd settle the thing for
> the 1.0 release---I'm not in a big hurry, but sometime in the next month
> or so would be nice.)
>
> Luigi
>
>
> --
>
> Father's got the sack from the water-works
> For smoking of his old cherry-briar;
> Father's got the sack from the water-works
> 'Cos he might set the water-works on fire.
>
>
>



-- 
Pricing exotic interest rate derivatives - The LIBOR Market Model in
QuantLib June 2009, London,
http://www.moneyscience.com/training/index.html

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com