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Reintroduce wider search bounds for G2 calibration. #1137

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merged 1 commit into from Jul 2, 2021
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lballabio
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The previous bounds (introduced in #1122) caused the Bermudan-swaption Python example to fail.

The previous value caused the Bermudan-swaption Python example to fail.
@lballabio lballabio added this to the 1.23 release milestone Jul 2, 2021
@lballabio lballabio changed the title Ensure search bounds for G2 cover more cases. Reintroduce wider search bounds for G2 calibration. Jul 2, 2021
@lballabio lballabio enabled auto-merge July 2, 2021 10:28
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Coverage Status

Coverage decreased (-0.001%) to 71.104% when pulling 1bf9123 on g2bounds into 0d91e36 on master.

@lballabio lballabio merged commit e005927 into master Jul 2, 2021
@lballabio lballabio deleted the g2bounds branch July 2, 2021 13:54
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