Vasicek 1Factor Model

Posted by newbie73 on
URL: http://quantlib.414.s1.nabble.com/Vasicek-1Factor-Model-tp1349.html

I am using QuantLib .8.0 on OSX 10.3 through the Python SWIG interface.  The Bermudan Swaption example shows the creation of a HullWhite 1 Factor model.  The Vasicek.hpp file suggests that, like the HullWhite model, I should be able to construct a Vasicek 1Factor instance with:

vas = Vasicek(...)

Yet this function cannot be found.  Inspecting the QuantLib namespace with dir(QuantLib) did not reveal a Vasicek(...) function either.  Does anyone know how to create an instance of this model and/or whether there is a problem with the SWIG interface that is preventing it from being visible?

Thanks,

- Luis