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From: Luigi B. <lui...@gm...> - 2007-10-18 09:17:34
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On Thu, 2007-10-18 at 01:34 -0700, cdu...@us... wrote: > Revision: 13079 > http://quantlib.svn.sourceforge.net/quantlib/?rev=13079&view=rev > Log Message: > ----------- > Work in progress with SabrVolSurface. A quick note (not addressed to you, Cristina: this commit is ok, since it is part of the volatility refactoring already underway on the trunk). If you're about to undertake a task that is likely to span a number of "work in progress" commits over several days, please consider creating a development branch and merging to trunk the code once it's completed. This is good practice in general, and especially so now that we're nearing the creation of a release branch---for that, I'd like the trunk not to contain half-completed work. Thanks, Luigi -- If I do not want others to quote me, I do not speak. -- Phil Wayne |