Added LMM in ()
@@ -63,7 +63,7 @@ The finmath lib libraries provides (JVM) implementations of methodologies relate
- **SABR smile** parameterization.
- Swaption volatility cubes with SABR parameterization.
- **CMS replication** with various annuity mappings.
-- Simulation of **interest rate term structure models**
+- Simulation of **interest rate term structure models** (LIBOR market model with local and stochastic volatility)
- LIBOR market model with local and stochastic volatility
- Time-Homogeneous Forward Rate Model (LIBOR market model)
- Calibration of the **LIBOR market model**
