quantlib-dev

[Quantlib-dev] [PATCH] Some clean up in experimental/mcbasket

[Andrea <mar...@go...>]

Hi,

I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments
similar to the other engines.

Basically a bool for controlVariate and an int for timeStepsPerYear.
Plus a fix on the correct use of timeStepsPerYear and some safety checks.

Andrea

Re: [Quantlib-dev] [PATCH] Some clean up in experimental/mcbasket

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

On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote:
> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments
> similar to the other engines.
> 
> Basically a bool for controlVariate and an int for timeStepsPerYear.
> Plus a fix on the correct use of timeStepsPerYear and some safety checks.

Ok, thanks.  I'll have a look at it.

Luigi


-- 

These are my principles, and if you don't like them... Well, I have
others. 
-- Groucho Marx 

Re: [Quantlib-dev] [PATCH] Some clean up in experimental/mcbasket

[Andrea <mar...@go...>]

On 20/01/10 11:10, Luigi Ballabio wrote:
> On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote:
>> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments
>> similar to the other engines.
>>
>> Basically a bool for controlVariate and an int for timeStepsPerYear.
>> Plus a fix on the correct use of timeStepsPerYear and some safety checks.
> 
> Ok, thanks.  I'll have a look at it.
> 
> Luigi
> 
> 

Did you have a change to check it?

Andrea

Re: [Quantlib-dev] [PATCH] Some clean up in experimental/mcbasket

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

On Thu, 2010-02-11 at 20:29 +0000, Andrea wrote:
> On 20/01/10 11:10, Luigi Ballabio wrote:
> > On Sun, 2010-01-17 at 21:05 +0000, Andrea wrote:
> >> I thought of cleaning a bit the interface of the engines in experimental/mcbasket to take arguments
> >> similar to the other engines.
> >>
> >>

> Did you have a change to check it?

Not yet, sorry.

Luigi


-- 

Lubarsky's Law of Cybernetic Entomology: 
There is _always_ one more bug.