re General - Market models code.

[Toyin Akin-3]

Hi Michael,

 

I'm quite interested in having a look at your market model implementation in C++.

 

I'm not too sure whether or when your implementation will make it into quantlib.

What do you think Luigi?

 

In any case I'm currently playing with the quantlibs short rate models and would be

delighted if I could beef up my knowledge further (you learn a lot just by playing with code!)

if I couild play with your market model implementation.

 

Regards,

Toyin Akin,

[hidden email]