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Re: LMM and finite difference methods

Posted by Luigi Ballabio on Nov 14, 2005; 11:53pm
URL: http://quantlib.414.s1.nabble.com/LMM-and-finite-difference-methods-tp4222p4233.html

On 11/15/2005 07:01:27 AM, Joseph Wang wrote:
> Here is a silly question.  Why is it that LMM methods are used only  
> with Monte Carlo and not with finite difference methods.

It's still a work in progress. Klaus began contributing the process  
class as it's kind of self-contained, but he's still working on other  
code using the model.

Later,
        Luigi

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