AlexandreMoulti / bachelier

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duree_palier is not defined in Vasicek model #1

Open CarloNicolini opened 5 years ago

CarloNicolini commented 5 years ago

I am trying to get the theoretical estimate of the mean in the Vasicek model, but a variable Vasicek.duree_palier is not defined in __theoretical_mean. What is the meaning of the parameter?

AlexandreMoulti commented 3 years ago

Hi, It has been corrected, a copy/paste type. If you have any trouble, let me know