Stochastic yield curve models

Posted by Grześ Andruszkiewicz on Jun 06, 2013; 10:11am
URL: http://quantlib.414.s1.nabble.com/Stochastic-yield-curve-models-tp14344.html

Hi,

Are there any stochastic yield curve models in QuantLib, that I could use in a Monte Carlo type simulation to take interest rate risk into account when calculating risk of my instrument?

Regards,
Grzegorz

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