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lballabio / quantlib-old

The QuantLib C++ library and extensions (warning: out of date)
http://quantlib.org
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fix error initialization, remove whitespaces #359

Closed pcaspers closed 8 years ago

pcaspers commented 8 years ago

without the error initialization the algorithm might exit throwing a "could not converge" exception in case the guess already solves the system, since then rho is zero before error is computed

lballabio commented 8 years ago

Migrated to https://github.com/lballabio/QuantLib/pull/21