hybrid rates/equity monte carlo

Posted by bramj on Aug 18, 2016; 6:54pm
URL: http://quantlib.414.s1.nabble.com/hybrid-rates-equity-monte-carlo-tp17656.html

Hi,

I'm completely new to quantlib. I've been able to find a lot just googling, but not for my specific purpose. I'm looking to generate paths in a hybrid rates/equity model where the output would be both rates and equity price(s) at each timestep.

- Is this possible in quantlib?
- If so, only for a single equity or multiple equities?
- Can somebody show me how to roughly do it (preferably in python)? I don't need info on how to define the various curve objects etc (I'll get that from Google), just on whether there is one model that I can direclty use, or if I should somehow easily be able to link various models together?

Thanks,
BramJ