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From: Luigi B. <lui...@gm...> - 2011-01-07 15:31:37
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On Tue, 2010-12-28 at 14:05 +0000, seb...@sc... wrote: > I coded a Hull White model in the QuantLib framework which I would > like to contribute to the experimental folder. I am aware that there > is already a Hull White model in QuantLib. Nevertheless I think it is > not duplicate work. [...] I would like to know if I should simply > submit a patch and/or if you would like to discuss the approach first > in the mailing list. Hi Sebastian, I guess any discussion would require seeing the code anyway, so please go ahead and submit the patch. Thanks, Luigi -- A little inaccuracy sometimes saves tons of explanation. -- H.H. Munro, "Saki" |