On Thu, 2010-05-13 at 17:43 -0500, Kakhkhor Abdijalilov wrote:
> Is there any tutorial or some additional documentation for QuantLib
> market models? I read quite a bit of relevant literature including
> books and papers form Mark Joshi's website, but QuantLib documentation
> is very sparse when it comes to market models. I need something quite
> basis to start with.
Kakhkhor,
at this time, your best bet is to look into the code of the test suite
to see how the market model is used.
Luigi
--
When I was a boy of fourteen, my father was so ignorant I could hardly
stand to have the old man around. But when I got to be twenty-one, I
was astonished at how much the old man had learned in seven years.
-- Mark Twain
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