Projects/cleanups in market model code
Posted by Joseph Wang-2 on
URL: http://quantlib.414.s1.nabble.com/Projects-cleanups-in-market-model-code-tp4954.html
Are there any small projects and cleanups in the market model code that need
to be made. I've got Rebanto's book, and I'd like to get a small project so
that I can get my hands dirty with the code.
Also, does anyone know if LMM has been used to value convertible bonds? It
seems like one would just need to add a stock process.