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From: Andre L. <An...@de...> - 2003-04-07 14:14:27
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Anybody out there using either Swaption or CapFloor CalibrationHelper classes? Luigi, can you maybe give me a few pointers on the way these were = designed to be used. It looks almost like something I could use as a "factory" = for my Swaption/CapFloors, although I'm missing a few methods, or, I'm missing = the boat completely. Andr=E9 Louw Decillion Limited - "Your Risk Is Our Domain" Email: an...@de... Office: +27 (11) 328 1256 Mobile: +27 (83) 414 5785 Fax: +27 (11) 442 4456 =20 ------------------------------------------------------------------------= - This e-mail is intended only for the use of the individual or entity = named above and may contain information that is confidential and privileged, proprietary to the company and protected by law. If you are not the = intended recipient, you are hereby notified that any dissemination, distribution = or copying of this e-mail is strictly prohibited. Opinions, conclusions = and other information in this message that do not relate to the official business of our company shall be understood as neither given nor = endorsed by it. |