Re: [Quantlib-dev] QuantLib developement

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

On 4/11/06, Luigi Ballabio <lui...@gm...> wrote:
> I'll be committing shortly a contribution I received. It provides
> processes based on Hull-White that can be used in a Monte Carlo model.
> I'll let you know when they're available.

Done. There are a few new processes in ql/Processes and a new engine
in ql/PricingEngines/CapFloor that shows how to use them.

Luigi