Re: [Quantlib-dev] QuantLib developement

[Toyin A. <toy...@ho...>]

Hi Luigi,

Is it possible to derive the G2Process and G2ForwardProcess classes from the 
XXX1D base class as you have done with the HullWhite versions?

Toy out.

>From: "Luigi Ballabio" <lui...@gm...>
>To: "TB...@ao..." <TB...@ao...>
>CC: qua...@li...,"Toyin Akin" 
><toy...@ho...>
>Subject: Re: [Quantlib-dev] QuantLib developement
>Date: Fri, 28 Apr 2006 13:11:02 +0200
>
>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
>
>
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