[Quantlib-dev] Hybrid Heston Hull White test

[Francois B. <ig...@gm...>]

Hi,

I'm looking at
https://github.com/lballabio/QuantLib/blob/master/test-suite/hybridhestonhullwhiteprocess.cpp#L708

I'm trying to understand the purpose of that line. Just before that (line
703) the transform() function populates the times variable with year
fractions from the input schedule. Then line 708 just sets the times equal
to the indexes of the vector. I'm unsure whether this is intended or a bug,
but currently the test passes.

thanks
Francois Botha