TermStructure models

[Toyin Akin-3]

Hi Guys,

 

Are your CIR and 2F models usable at the moment?

 

It's just that from your demo app (BermudanSwaption) you only have the HW and BK models

in operation (both pricing and calibration).

 

If the 2F model is not, is the 2F tree code usable/completed?

 

Thanks in advance,

Toy.