lfmprocess

Posted by stijn oude brunink on Mar 12, 2015; 2:35pm
URL: http://quantlib.414.s1.nabble.com/lfmprocess-tp16360.html

Hello,

I would like simulate the lmm-model under the spot libor measure. The class LiborForwardModelProcess does that but for some reason this class has been moved to the legacy. Why has that been done and what the alternative under the non-legacy code?

regards

Stijn