Is anyone considering implementing 2Factor Vasicek?

Posted by newbie73 on Sep 28, 2007; 8:39pm
URL: http://quantlib.414.s1.nabble.com/Is-anyone-considering-implementing-2Factor-Vasicek-tp9825.html

I've been considering working on an implementation though I was curious if this is already in the works by anyone.  I'd love to work on it, though I could certainly use some help in understanding some of the concepts involved.  If anyone has some time to discuss this a bit, please drop me a note - I'm available to chat on MSN or AIM anytime during the evenings (US EST) or on the weekends.

Thanks,

- Luis