About the modified QuantLib implementation

miabrahams / YieldCurveNoise

Public thesis code: "Estimating yield curve noise"

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About the modified QuantLib implementation #1

Open bf2363 opened 8 months ago

bf2363 commented 8 months ago

Hi there, sorry to bother. I know it's a bit presumptuous but I wonder if the modified QuantLib code is available for access. I came across your paper and would like to try out different optimization methods. Thanks.

miabrahams commented 8 months ago

Oh yes, no problem. I have been meaning to make a PR to QuantLib with the new functionality included. I'll get that together as soon as possible and ping you again.

bf2363 commented 8 months ago

Great! Appreicated!