I agree that the way Brigo/Mercurio presented the material is much more
focused and down-to-earth than Rebonato. If you only got 48 hours for
a project on LMM implementation, you should stick to it.
Some people I acquainted with simply don't like Rebonato because of his
chatty style. But I enjoy pretty much some insights about model
calibration and possible model evolution in the future from his book.
Well, the bottom line is that it's a good bedtime reading, whatever your
purpose is.
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