Re: HaganIrregularSwaptionEngine/Stochastic Local Vol

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Re: HaganIrregularSwaptionEngine/Stochastic Local Vol

Theo Boafo
Dear QuantLib,

Do we have some examples on use of HaganIrregularSwaptionEngine?  Also Is there an implementation for a Stochastic Local Vol Model or Local Stochastic vol in the context of heston?

Regards

Theo

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Re: HaganIrregularSwaptionEngine/Stochastic Local Vol

Luigi Ballabio
As far as I know, it's a "no" to both questions.

Luigi


On Mon, Aug 25, 2014 at 8:09 PM, Theo Boafo <[hidden email]> wrote:

> Dear QuantLib,
>
> Do we have some examples on use of HaganIrregularSwaptionEngine?  Also Is
> there an implementation for a Stochastic Local Vol Model or Local Stochastic
> vol in the context of heston?
>
> Regards
>
> Theo
>
> ------------------------------------------------------------------------------
> Slashdot TV.
> Video for Nerds.  Stuff that matters.
> http://tv.slashdot.org/
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>



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