From: Luigi B. <lui...@gm...> - 2007-04-26 08:02:46
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On Tue, 2007-04-24 at 10:04 -0700, fd...@us... wrote: > Revision: 10372 > > http://quantlib.svn.sourceforge.net/quantlib/?rev=10372&view=rev > Author: fdv1 > Date: 2007-04-24 10:04:52 -0700 (Tue, 24 Apr 2007) > > Log Message: > ----------- > SegmentIntegral adapted to the new framework > > Modified: trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp > =================================================================== > --- trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp 2007-04-24 16:01:25 UTC (rev 10371) > +++ trunk/QuantLib/ql/models/shortrate/twofactormodels/g2.cpp 2007-04-24 17:04:52 UTC (rev 10372) > @@ -219,9 +219,9 @@ > > - SegmentIntegral integrator(intervals); > - > + Size maxEvaluations = 1; // dummy value > + Real absoluteAccuracy = .1; // dummy value > + SegmentIntegral integrator(absoluteAccuracy, maxEvaluations, intervals); If the parameters are dummy, shouldn't they be removed from SegmentIntegral's constructor? Later, Luigi ---------------------------------------- Newton's Law of Gravitation: What goes up must come down. But don't expect it to come down where you can find it. Murphy's Law applies to Newton's. |