Info about generalized HW model with no constant parameters

Hello
I saw this post about Generalized HW model

http://old.nabble.com/Generalized-Hull-White-model-with-non-constant-
parameters-td26287370.html#a26635940

I would like to know if it is embedded into the quantlib 1.0.1 version ? From
a first sight it seems it is not!

Thanks

Paolo

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[Luigi Ballabio]

On Mon, 2010-08-30 at 12:02 +0200, [hidden email] wrote:
> Hello
> I saw this post about Generalized HW model
>
> http://old.nabble.com/Generalized-Hull-White-model-with-non-constant-
> parameters-td26287370.html#a26635940
>
> I would like to know if it is embedded into the quantlib 1.0.1 version ? From
> a first sight it seems it is not!

No, it's not. It will be in next release. In the meantime, you can get
it from the Subversion repository if you want to try it out. See
<http://quantlib.org/svn.shtml> for instructions.

Luigi


--

The nice thing about standards is that there are so many of them to
choose from.
-- Andrew S. Tanenbaum



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