Re: [Quantlib-dev] BDT, HJM models

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

On Thu, 2010-04-15 at 16:47 -0400, Krishna Manchiraju wrote:
>   Can I find BDT, HJM models in QuantLib. Could someone point me to
> files or examples. Thanks.

Hi Krishna,
	what short-rate models we have are in the <ql/models/shortrate>
directory in the downloaded sources.

Luigi


-- 

A little inaccuracy sometimes saves tons of explanation. 
-- H.H. Munro, "Saki"