Re: Quantlib Gsr model for python
Posted by
troos222 on
URL: http://quantlib.414.s1.nabble.com/Quantlib-Gsr-model-for-python-tp16373p16444.html
Luigi Ballabio wrote
No, it's not. But thanks to Matthias Groncki, I just committed Python
interfaces for the Gsr model to the GitHub repository. If you can download
and recompile code from there, you should be covered.
Luigi
Thanks, that's great.