Re: [Quantlib-dev] Template based Hull White model

[Sebastian S. <seb...@sc...>]

Hi Luigi,

thanks for your response. I just submitted a patch and an example XL workbook.

Please let me know if you have any questions or remarks.

Sebastian


On Jan 7, 2011, Luigi Ballabio <lui...@gm...> wrote: 

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"