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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-15 09:54:46 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-15 09:54:46 -0500 |
| commit | a5025ce33baad083ead22f3cff92fc88d0e2687a (patch) | |
| tree | 3ed471f05100a5745828cb8d7a8688ab220d1439 /c_layer/cdsbootstrap.h | |
| parent | 76064859c2d24ea1c44aa9839e09bfdada284000 (diff) | |
| download | pyisda-a5025ce33baad083ead22f3cff92fc88d0e2687a.tar.gz | |
Use gsl brent solvergsl
slower than the jpm's one
Diffstat (limited to 'c_layer/cdsbootstrap.h')
| -rw-r--r-- | c_layer/cdsbootstrap.h | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/c_layer/cdsbootstrap.h b/c_layer/cdsbootstrap.h index 2e19189..5a50962 100644 --- a/c_layer/cdsbootstrap.h +++ b/c_layer/cdsbootstrap.h @@ -21,6 +21,5 @@ typedef struct } cds_bootstrap_ctx; -int cdsBootstrapPointFunction(double hazardRate, - void *data, - double *pv); +double cdsBootstrapPointFunction(double hazardRate, + void *data); |