Using Market Model in QuantLib

Posted by Yannis on Dec 29, 2016; 7:33am
URL: http://quantlib.414.s1.nabble.com/Using-Market-Model-in-QuantLib-tp17951.html

Hi,

I am looking for code that demonstrates the usage of market models.

Is there anywhere in the test folder a piece of code that prices any kind of Instrument (i.e. an object the type of which derives from QuantLib::Instrument) based on a non-experimental, non-legacy Market Model?

For example, searching for a pricing example of a QuantLib::Swaption, I have only found code that makes use of QuantLib::LfmSwaptionEngine, which unfortunately is part of the legacy folder.

Thanks,

Ioannis

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