re General - Market models code.
Posted by
Toyin Akin-3 on
May 15, 2002; 12:56pm
URL: http://quantlib.414.s1.nabble.com/re-General-Market-models-code-tp2065.html
Hi Michael,
I'm quite interested in having a look at your
market model implementation in C++.
I'm not too sure whether or when your
implementation will make it into quantlib.
What do you think Luigi?
In any case I'm currently playing with the
quantlibs short rate models and would be
delighted if I could beef up my knowledge further
(you learn a lot just by playing with code!)
if I couild play with your market model
implementation.
Regards,
Toyin Akin,