[Quantlib-dev] Hybrid models

[<fho...@gm...>]

Has somebody already had the opportunity to play around with hybrid models? A first start could be just Hull-White for IR with Black-Scholes for equity but obvious extensions are also of interest. Are there already any experiences of this kind? Is there any generic setup already in place?

Rgds
Frank

-- 
Psssst! Schon vom neuen GMX MultiMessenger gehört?
Der kanns mit allen: http://www.gmx.net/de/go/multimessenger