quantlib-dev

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [13536] trunk/QuantLib/ql/processes

[Ferdinando A. <na...@am...>]

On Nov 26, 2007 1:46 PM, <lba...@us...> wrote:
> Revision: 13536
>          http://quantlib.svn.sourceforge.net/quantlib/?rev=13536&view=rev
> Author:   lballabio
> Date:     2007-11-26 04:46:20 -0800 (Mon, 26 Nov 2007)
>
> Log Message:
> -----------
> Bug fix
>
> Modified Paths:
> --------------
>    trunk/QuantLib/ql/processes/hybridhestonhullwhiteprocess.cpp
>    trunk/QuantLib/ql/processes/hybridhestonhullwhiteprocess.hpp
>    trunk/QuantLib/ql/processes/jointstochasticprocess.cpp
>    trunk/QuantLib/ql/processes/jointstochasticprocess.hpp

what is the bug which has been fixed?

thx in advance

ciao -- Nando

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [13536] trunk/QuantLib/ql/processes

[Luigi B. <lui...@gm...>]

On Mon, 2007-11-26 at 15:28 +0100, Ferdinando Ametrano wrote:
> what is the bug which has been fixed?

Wasn't it obvious from the diff?  :)

When passed the array of the variables of all underlying processes, the
joint process was failing to distribute them properly. All underlying
processes were passed the same variables.

Luigi


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