Re: [Quantlib-dev] Ornstein-Uhlenbeck class

[Luigi B. <lui...@gm...>]

On Fri, 2009-07-17 at 13:00 -0700, javit wrote:
> Is there a quantlib class for the Ornstein-Uhlenbeck process with
> non-constant coeficients?

No, there isn't.

Luigi


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