Will You Get the A(H1N1) Vaccine? Post: 302368274

Sponsored Content

The Lounge What is on Your Mind? Will You Get the A(H1N1) Vaccine? Post 302368274 by Corona688 on Wednesday 4th of November 2009 01:00:13 PM

11-04-2009

Registered User

This flu has already killed healthy young men in my area. I'm getting it.

Quote:

they will also hold back and keep in reserve a batch to treat real genuine cases with, so it's not like this is going to run out anytime soon.

Vaccines are not a treatment! Only a prevention. By the time you get it, it's too late for a vaccine to work! There are a few actual antiviral drugs out there now, like tamaflu, but they are not vaccines.

Quote:

I read somewhere some of these vaccines are actually cultured viruses themselves so can cause different side effects in different people.

Derived from cultured viruses. Derived from -- not actual "live" viruses. The point of a vaccine is to present the right immune triggers to your body without actually infecting you. To this end they take the virus and damage it, make it uninfectious.

I'd also add that in considering whether to get the vaccine or not, you should not only consider the danger to yourself of the infection and the (smaller) risks of the vaccine, but the danger you'd represent to others if you got infected. Higher vaccination rates mean much smaller transmission rates, too.

Last edited by Corona688; 11-04-2009 at 02:09 PM..

Corona688

View Public Profile for Corona688

Visit Corona688's homepage!

Find all posts by Corona688

LEARN ABOUT HPUX

bermudanswaption

BERMUDANSWAPTION(1)					      General Commands Manual					       BERMUDANSWAPTION(1)

NAME

       BermudanSwaption - Example of using QuantLib

SYNOPSIS

       BermudanSwaption

DESCRIPTION

       BermudanSwaption is an example of using the QuantLib interest-rate model framework.

       BermudanSwaption  prices  a  bermudan swaption using different models calibrated to market swaptions. The calibration examples include Hull
       and White's using both an analytic formula as well as numerically, and Black and Karasinski's model. Using these three calibrations, Bermu-
       dan swaptions are priced for at-the-money, out-of-the-money and in-the-money volatilities.

SEE ALSO

       The source code BermudanSwaption.cpp, Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							    04 May 2002 					       BERMUDANSWAPTION(1)