Re: LMM in Quantlib

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/LMM-in-Quantlib-tp2746p2748.html

Hi Amar

>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??

as far as I know the answer to all the above questions is no, sorry.
Of course any contribution would be welcome.

ciao -- Nando