Re: Libor Market Model

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Libor-Market-Model-tp4658p4659.html

On 03/27/2006 07:15:22 AM, Lars Schouw wrote:
> Is there any plans to add any Libor Market Models to Quantlib?

An initial implementation is in QuantLib 0.3.12 , to be released any time now.

Luigi


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I am extraordinarily patient, provided I get my own way in the end.
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