Re: [Quantlib-dev] Local Vol

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

Hi,
    the LocalVolSurface is what we have.  It's not overly tested,
though, so it would be great if anyone tried it out and reported.

Luigi


On Wed, Dec 12, 2012 at 3:43 PM, Theo Boafo <tb...@ao...> wrote:
> Hi All,
>
> Do we have an implementation of Local Vol in Quantlib?  I see a LocalVol
> surface but does not seem like its used.
>
> Regards
>
> Theo