[Quantlib-dev] onefactormodel

[quantobe <qua...@go...>]

  Hello all,

I am quite new to ql, so bear with me if I'm off in my post.
I need to implement swing option pricing.
the setting under which I want to implement this is as in this paper: 
http://www.springerlink.com/content/f1m78783l64rj300/

- Basically I m going to use OU process
- One factor model for dynamics of forward curve (as in above paper)
- using trinomial tree for pricing engine
- defining a new instrument as swing option.

I need to have a concrete one factor model class for implementing some 
option pricing in commodities.
I need this really to implement calculation of spot price which is 
comprised of a stochastic part (solution to OU process) plus a 
deterministic part.

as I can see the OneFactorModel in short rate model is an abstract 
class, from which i dont need shortRateDynamics, shortRateTree etc.

I think All I really need is something that using which I can build a 
tree representing the dynamics ofmy OU process.

My question is that shall I use an existing class here, or shall derive 
my own ?

Any help is greatly appreciated.