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From: Luigi B. <lui...@gm...> - 2010-09-01 08:24:35
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On Wed, 2010-09-01 at 09:06 +0200, Luigi Ballabio wrote: > On Wed, 2010-09-01 at 01:44 +0530, animesh saxena wrote: > > Also another thing I will point out. Maybe you can understand this > > better. > > There is no evolve() method in merton76process.hpp. > > It inherits the generic implementation in StochasticProcess1D. However, it lacks the methods such as drift() etc which are required by evolve(). You're right, it's currently not usable as a process; it's just a container for the curves and the other data. Luigi -- The first thing we do, let's kill all the lawyers. -- W. Shakespeare, "King Henry VI, Part II" |