Xu Ruilong
It seems that, the direction numbers used by Sobol sequences in NAG, SciPy and Julia are same as `JoeKuoD6initializers`. So, `JoeKuoD6` is a better choice. See, * * *
> I agree to change the default — also, the D6 numbers should be updated since the version we have is pre-June 2010. > > I'm not sure about extending...
Sorry, I don't know, it is beyond my knowledge. But professor Kuo says that D6 is the recommended choice.
> if you define your day counters without the schedule as parameter you will get the values you were expecting. > > ``` > accrualDayCounter = ql.ActualActual(ql.ActualActual.Bond) > dayCounter =...
> That flag QL_ENABLE_SESSIONS is very old and not maintained and you might have to go very far back to find a build in which it functioned properly. Off the...
> That flag QL_ENABLE_SESSIONS is very old and not maintained and you might have to go very far back to find a build in which it functioned properly. Off the...
Thank you @auto-differentiation-dev , I want to know witch option has better performance?