Re: Models (

Posted by Sadruddin Rejeb-4 on
URL: http://quantlib.414.s1.nabble.com/Models-tp2444p2445.html

Hi,
> Has anybody impemented the Ho-Lee, Black – Derman – Toy  and
> Black-Karasinski model using QuantLib?
Yes, there has been an implementation since version 0.3.0. You can find
the code in the ql/ShortRateModels/ directory.

Regards,
Sad