A couple of questions

Posted by MAMALES, PETROS on
URL: http://quantlib.414.s1.nabble.com/A-couple-of-questions-tp2823.html

Hi,

        I would like to ask a couple of basic questions:

a) Is there any provision for cap/swaption smiles within the library?
b) In Model the calibration methodology is provided as a member class. Given
that the same model might have different calibrations
(typical for BGM-type models) wouldn't it make sense that the calibration
would be served by a separate class?
 
Thank you

Petros