[Quantlib-dev] [ quantlib-Feature Requests-807851 ] Adding custom constraints to short-rate model calibration

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Feature Requests item #807851, was opened at 2003-09-17 16:52
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=807851&group_id=12740

Category: None
Group: None
>Status: Closed
Priority: 5
Submitted By: Francesco Perissin (fperissin)
Assigned to: Nobody/Anonymous (nobody)
Summary: Adding custom constraints to short-rate model calibration

Initial Comment:
Users should be able to add constrains to the model 
calibration.
For example, one may want to keep constant one of the 
2 parameters of the Hull-White model, and calibrate on 
the other.

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Comment By: Luigi Ballabio (lballabio)
Date: 2003-10-30 18:19

Message:
Logged In: YES 
user_id=75450

The feature is now implemented in CVS and will be available in the 
next library release.


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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=807851&group_id=12740