From a5025ce33baad083ead22f3cff92fc88d0e2687a Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 15 Nov 2016 09:54:46 -0500 Subject: Use gsl brent solver slower than the jpm's one --- c_layer/cdsbootstrap.h | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) (limited to 'c_layer/cdsbootstrap.h') 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); -- cgit v1.2.3-70-g09d2