Hi all, I am trying to use Vasicek model to construct a risk-free term
structure by calibrating Gilts and then use the risk-free curve as
the term structure to price other similar bonds. Can anybody tell me
generally how to involve the Vasecik class into YieldTermStructure
class so that the Vasicek parameters can be used for pricing. Thanks!
------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.
http://p.sf.net/sfu/bobj-july_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
