Patches item #3154178, was opened at 2011-01-10 12:32
Message generated for change (Tracker Item Submitted) made by sschlenkrich
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: sschlenkrich (sschlenkrich)
Assigned to: Nobody/Anonymous (nobody)
Summary: Template-based Hull White Model
Initial Comment:
Hi,
as explained in the QuantLib-dev thread "Template based Hull White model" I would like to contribute an alternative implementation of a Hull White model to the experimental folder.
Sebastian
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