[Quantlib-users] hybrid rates/equity monte carlo

[bramj <bra...@gm...>]

Hi,

I'm completely new to quantlib. I've been able to find a lot just googling,
but not for my specific purpose. I'm looking to generate paths in a hybrid
rates/equity model where the output would be both rates and equity price(s)
at each timestep.

- Is this possible in quantlib?
- If so, only for a single equity or multiple equities?
- Can somebody show me how to roughly do it (preferably in python)? I don't
need info on how to define the various curve objects etc (I'll get that from
Google), just on whether there is one model that I can direclty use, or if I
should somehow easily be able to link various models together?

Thanks,
BramJ



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