[Quantlib-dev] GramSchmidt

[Mark j. <mar...@gm...>]

OK so I think I've worked out a solution to my optimization problem.
The next issue is that it requires GramSchmidt. Is this in the
library?

best

Mark

-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com