[Quantlib-users] Libor forward model swaption

[Daniel L. <dan...@gm...>]

Hi,

I was struggling to understand how the Libor forward model can be used
to value a swaption.

This requires an instance of class LiborForwardModel (link :
https://rkapl123.github.io/QLAnnotatedSource/d6/d6f/class_quant_lib_1_1_libor_forward_model.html),
but I failed to understand how to construct it.

I am using Python build of QuantLib, do you have any example for
LiborForwardModel's implementation?

Your help is much appreciated.

Thank you. Regards