Re: [Quantlib-dev] Generalized Hull-White model problems

[Javit H. <ch...@vi...>]

I'm relocating. Lots of things to do. I'm planning to finish this update by
the end of June.


Luigi Ballabio wrote:
> 
> On Thu, 2010-05-27 at 10:04 -0700, Javit Hafizoglu wrote:
>> I believe Luigi forgot to change the generalized HW code when he made the
>> change in the parameter class to include the positive constraint.
> 
> Yes, possibly.
> 
>> Your point for the "size()"  vs "size()+1" is valid.
> 
>> Luigi, please let me know if you would like me to get involved also.
> 
> Yes, please. If you could correct the size issue and check that the
> trunk version calibrates correctly, that would be great.
> 
> Thanks,
> 	Luigi
> 
> 
> -- 
> 
> Ogden's Law: 
> The sooner you fall behind, the more time you have to catch up. 
> 
> 
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