Will You Get the A(H1N1) Vaccine? Post: 302368285

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The Lounge What is on Your Mind? Will You Get the A(H1N1) Vaccine? Post 302368285 by Neo on Wednesday 4th of November 2009 01:50:50 PM

11-04-2009

Administrator

I agree completely with Corona688.

The A(H1N1) vaccine, as made by Sanofi Pasteur, is made by the same procedure as the seasonal flu vaccine. Basically, they take an attenuated (shorted piece) of a dead virus and make the vaccine, so it is next to impossible to get H1N1 from the vaccine.

Everyone should get immunized because it is good for overall public health. As Corona said, each person who is immunized stops "viral growth" because they are not infectious.

Also, the cost of the vaccine is small compared to the misery (for you and everyone around you) if you do get it.

I wish I could get it here in Northern Thailand, but I can't. It is not available to people who are not government officials, royalty, etc.

FWIW, I get the seasonal flu vaccine every year and keep my immunizations up to date for a number of reasons. One, I don't like to get sick and Two, I consider it my social responsibility to immunize against infectious diseases.

If the vaccine could be transported via FedEx and not destroyed due to temperature, I would ask someone to go get a dose of A(H1N1) vaccine and FedEx to me in this primitive place I live and work!

Neo

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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)