[ quantlib-Feature Requests-823497 ] merge NesQuant SVJD models

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Feature Requests item #823497, was opened at 2003-10-14 17:02
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Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Ferdinando Ametrano (nando)
Assigned to: Nobody/Anonymous (nobody)
Summary: merge NesQuant SVJD models

Initial Comment:
Consider including NesQuant
(http://www.nielses.dk/quantlib/nesquant/) SVJD models
into QuantLib

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You can respond by visiting:
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