LMM in Quantlib

Posted by amar singh on
URL: http://quantlib.414.s1.nabble.com/LMM-in-Quantlib-tp2746.html

Is there any implementation of LMM(Libor Market Model) out there for Quantlib,may be some add on project,etc. ? Or LMM is being implemented in the coming build??

 

Thanks,

Amar

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