Re: [Quantlib-dev] QuantLib developement

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

Hi,

Sorry, silly request, G2 is a 2-factor model !!

Toy out.


>From: "Toyin Akin" <toy...@ho...>
>To: lui...@gm..., TB...@ao...
>CC: qua...@li...
>Subject: Re: [Quantlib-dev] QuantLib developement
>Date: Fri, 28 Apr 2006 15:14:41 +0100
>
>
>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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>
>
>
>
>-------------------------------------------------------
>Using Tomcat but need to do more? Need to support web services, security?
>Get stuff done quickly with pre-integrated technology to make your job 
>easier
>Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
>http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
>_______________________________________________
>Quantlib-dev mailing list
>Qua...@li...
>https://lists.sourceforge.net/lists/listinfo/quantlib-dev