Re: [Quantlib-dev] Garch11 in Quantlib

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

Hi,
    at this time there's no code for calibration in the library (the
Garch11 class declares a calibrate method, but it's empty). If anyone
wants to contribute it, I'll be glad to add it to the repository.

Luigi

On Mon, May 14, 2012 at 7:25 PM, Yue Zhao <yzh...@gm...> wrote:
> My question might be silly. I am using the Garch11 class in QL, but I didn't
> see how to calibrate this model. Does anyone know how do calibration?