<t>i have implement the markov-functional model to price bermudan swaption and european swaption. but i am not sure the results. If calibrating the mean-reversion parameter, the accuration may improve greatly.Can Anyone provide some standard implementation code of markov-functional model? Or help me...

<r>Libor markov-functional model, to price bermudan swaption. do you konw the paper, makov-functional interest rate models, by Phil Hunt and Joanne Kennedy and Antoon PelsserI have been trying to implement the model to price a bermudan swaption. But I am not sure the result and i want to compare it ...

hii am doing some work on implementation of the Markov-functional model. But there are still some problems in my code.would like to talk about the topic with me ? contact me please.Thanks

hii am doing some work on implementation of the Markov-functional model. But there are still some problems in my code.would like to talk about the topic with me ? contact me please.Thanks

hii am doing some work on implementation of the Markov-functional model. But there are still some problems in my code.would like to talk about the topic with me ? contact me please.Thanks

do anyone know how to implement LIBOR markov-functional model?I have got the draft of the implementation. But i am not sure about the result. need to talk more about the details ,such as the probability among the grid. and the set value of d_x.R there anyone interested in the model?