[Quantlib-dev] Is anyone considering implementing 2Factor Vasicek?

[newbie73 <lui...@av...>]

I've been considering working on an implementation though I was curious if
this is already in the works by anyone.  I'd love to work on it, though I
could certainly use some help in understanding some of the concepts
involved.  If anyone has some time to discuss this a bit, please drop me a
note - I'm available to chat on MSN or AIM anytime during the evenings (US
EST) or on the weekends.

Thanks,

- Luis
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