market models code

Posted by Mark joshi-2 on
URL: http://quantlib.414.s1.nabble.com/market-models-code-tp11949.html

Dear All,

as you'll have noticed I've been doing some fiddling with the market
models code.

What do you think of the idea of a new example project based on the
market model code?
I would do it all. I might then use it in my quantlib and LMM training course:

http://www.moneyscience.com/training/pricing-exotic-interest-rate-derivatives-the-libor-market-model-in-quantlib.html

best

Mark

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