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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There are no rules of architecture for a castle in the clouds.
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