Short rate model and short rate process

Posted by Tommaso-3 on Mar 12, 2008; 8:41am
URL: http://quantlib.414.s1.nabble.com/Short-rate-model-and-short-rate-process-tp5663.html

Hi Quantlib!

Sorry for my newbie question ....

Using the first part of BermudanSwaption.cpp example, I managed to
calibrate some short rate models.

I now would like to generate some (eg. 1000) paths of the short rate for
each model I've calibrated.

How can I do it ?

Thank you in advance for your help.

Best,
Tom


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