Models (

[Janos Gyenese]

Hi everybody

Has anybody impemented the Ho-Lee, Black – Derman – Toy  and Black-Karasinski model using QuantLib?

rgds,

Janos

[Sadruddin Rejeb-4]

Hi,
> Has anybody impemented the Ho-Lee, Black – Derman – Toy  and
> Black-Karasinski model using QuantLib?
Yes, there has been an implementation since version 0.3.0. You can find
the code in the ql/ShortRateModels/ directory.

Regards,
Sad