Projects/cleanups in market model code

[Joseph Wang-2]

Are there any small projects and cleanups in the market model code that need
to be made.  I've got Rebanto's book, and I'd like to get a small project so
that I can get my hands dirty with the code.

Also, does anyone know if LMM has been used to value convertible bonds?  It
seems like one would just need to add a stock process.