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Garch models
Overdue by 13 year(s)•Due by May 31, 2013•0/2 issues closedExperimental credit stuff of QuantLib to implement: CDOs, defaults etc. Just to reuse copulas already implemented
No due dateThe main task is to provide new pricing engines for bonds and options.
Overdue by 13 year(s)•Due by July 31, 2013•0/2 issues closed