Re: BDT, HJM models

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/BDT-HJM-models-tp13381p13382.html

On Thu, 2010-04-15 at 16:47 -0400, Krishna Manchiraju wrote:
>   Can I find BDT, HJM models in QuantLib. Could someone point me to
> files or examples. Thanks.

Hi Krishna,
        what short-rate models we have are in the <ql/models/shortrate>
directory in the downloaded sources.

Luigi


--

A little inaccuracy sometimes saves tons of explanation.
-- H.H. Munro, "Saki"



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