JQuantLib

Implement SabrInterpolation

Bug #1209934 reported by Richard Gomes
6
This bug affects 1 person
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JQuantLib
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Medium
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Bug Description

Implement SabrInterpolation

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Relationships
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child of http://bugs.launchpad.net/bugs/jquantlib-454

Tags: translation
Revision history for this message
Richard Gomes (frgomes) wrote :

class InterpolationTest (known as CubicSplineInterpolationTest previously) has a method intended to test SABRInterpolation. This method is commented out at the moment. It needs to be reviewed and finished.

Revision history for this message
Richard Gomes (frgomes) wrote :

InterpolationsTest#testSabrInterpolation needs to be fixed when SabrInterpolation becomes available.

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