Re: Swaption Volatility...

Posted by Ferdinando M. Ametrano-2 on
URL: http://quantlib.414.s1.nabble.com/Swaption-Volatility-tp1889p1893.html

>By the way, full marks of the PDE stuff.
>Eventually (my favorite word too!) your term structure models should be
>applied to this stuff too.
eventually? definitely? ;-)
unfortunately not in the 0.3.0 ;-)

ciao -- Nando