[Quantlib-users] Libor market model

[Michael M. <spy...@ya...>]

Greetings,

If you are interested in the Libor market model please
obtain the file "FastLibor.pdf" from my website
http://martingale.berlios.de/Martingale.html.

Please subscribe to the mailing lists.
I am close to a new version. I am also working on C++
code including four different implementations of the
Libor market model.

Mike

__________________________________
Do you Yahoo!?
Yahoo! Calendar - Free online calendar with sync to Outlook(TM).
http://calendar.yahoo.com