[Quantlib-dev] Re: [Quantlib-users] Calibration Helpers

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

At 04:26 PM 4/7/03 +0200, Andre Louw wrote:
>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.

sed -e "s/Luigi/Sad/"

However, I gather they're designed like the RateHelpers---not really usable 
as a factory, since they're tightly coupled with the calibration process. 
Also, they might have some constraints you wouldn't want. E.g., SwapHelpers 
only instantiates swaps starting spot---I expect something of this kind 
also holds for calibration helpers. They might help in the sense that 
inside them caps/floors and swaptions are instantiated, so you can look at 
their code and figure out how to do it. But I don't think they can do more 
than this.

Later,
         Luigi