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Sakti Swarup-OP
Hi Collegaues,

I am looking for some Info on Interest derivative Modelling. Please furnish
with any info, if possible
Yours Sincerely,
Sakti

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Ferdinando M. Ametrano-2
Hi Sakti

>I am looking for some Info on Interest derivative Modelling. Please furnish
>with any info, if possible
QuantLib-dev is for development of the QuantLib library.
A better place for your question would be QuantLib-users
(http://lists.sourceforge.net/mailman/listinfo/quantlib-users) or any of
the available Internet forum/list (see
http://www.ametrano.net/quant/quant.html)

I can suggest a few books:
Hull, White, Hull-White On Derivatives (p20)
Jarrow, Modelling Fixed Income Securities and Interest Rate Options
Rebonato, Interest-Rate Option Models (Second Edition)
Rebonato, Volatility
Clewlow, Strickland, Implementing Derivatives Models

ciao -- Nando


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