Will You Get the A(H1N1) Vaccine? Post: 302368353

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The Lounge What is on Your Mind? Will You Get the A(H1N1) Vaccine? Post 302368353 by reborg on Wednesday 4th of November 2009 04:48:35 PM

11-04-2009

Administrator Emeritus

Quote:

Originally Posted by Corona688

From the CDC: ...so hardly unaltered, infectious viruses. Otherwise they could save money by having infected people sneeze on you. Smilie

Actually you did not give all the facts by posting that. As Perderabo mentioned it is not recommended for "older" people ( over 50 ) to take the nasal spray. While it is not a full strength form of the virus, it is possible for the nasal spray to trigger a full immune response in a person who takes it and it is possible for re-transmission to occur.

So far with the H1N1 vaccine people infected by taking the vaccine have only been known to be vectors for the weakened form where re-transmission occurs, however this is control data since it is not possible to have a control study in a mass population and as such has quite a high margin of error.

---------- Post updated at 09:48 PM ---------- Previous update was at 09:43 PM ----------

I've already had it and if not, my answer would have been no I would not be getting the vaccine.

To preempt the question, yes lab tests did confirm.

For me it was not really that sever. I only had 2 days of feeling really bad and about another 8 or 10 days to recover fully.

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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)