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From: Luigi B. <lui...@gm...> - 2007-05-07 07:30:48
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On Mon, 2007-05-07 at 10:07 +1000, Mark joshi wrote: > 1) is there any quadratic programming in quantlib already? > 2) does anyone know anything about it? > 3) does anyone have any views on how it ought to be done? I can answer the first one: no, there isn't. Later, Luigi ---------------------------------------- Green's Law of Debate: Anything is possible if you don't know what you're talking about. |