Re: [Quantlib-users] Libor market model implementation in Quantlib

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

Hello,
    I confirm LMM is not exported to Python.  Truth be told, it's not fully
integrated with the C++ library either.  We need some work on that.

Luigi


On Sun, Aug 30, 2020 at 11:28 PM Sumit Sengupta <su...@mo...>
wrote:

> Hi,
>
>   I wanted to confirm if I can use Quantlib python to price Swaptions /
> Bond options using HJM/LMM models.
>
> Going through the quantlib python cookbook, I don't see any examples /
> sample code on how to do this.  Does this mean it's not supported in
> Quantlib?
>
> Regards
>
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