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

[Luigi B. <lui...@gm...>]

On Thu, 2010-06-10 at 10:16 -0700, Javit Hafizoglu wrote:
> I'm relocating. Lots of things to do. I'm planning to finish this update by
> the end of June.

No problem, take your time.

Luigi



> 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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> > 
> 


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