[Quantlib-dev] evolution of the Libors in the LMM model under the terminal forward measure

[laaouini a. <laa...@ya...>]

Hello everybody,How to implement the method evolve(Time t0, const Array& x0, Time dt, const Array& dw) const of the classLiborForwardModelProcess when the Libors evolve following the  terminal forward measureas numeraire? Actually, the current implementation of this method, corresponds to the case when the Libors evolve following the numeraire,under which the first Libor is a martingale.(and not the last one)?