[Quantlib-dev] [ quantlib-Patches-3374289 ] Error in Svensson Fitting Formula

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Patches item #3374289, was opened at 2011-07-22 00:04
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Rahul Kanchi (rahulkanchi)
Assigned to: Nobody/Anonymous (nobody)
Summary: Error in Svensson Fitting Formula

Initial Comment:
The original Svenssons document is not freely accessible in the web. So, verified the Svensson fitting formula from the doc:http://comisef.eu/files/wps031.pdf and other sources in the web. Corrected the formula in the file: nonlinearfittingmethods.cpp. Also modified the latex formula in nonlinearfittingmethods.hpp for doxygen doc readability.

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Comment By: Luigi Ballabio (lballabio)
Date: 2011-08-01 14:37

Message:
The patch was applied to the code repository.
It will be included in next release.
Thank you.


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You can respond by visiting: 
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