NAME¶
CallableBonds - Example of callable-bond pricing
SYNOPSIS¶
CallableBonds
DESCRIPTION¶
CallableBonds is an example of using
QuantLib.
It prices a number of callable bonds and compares the results to known good
data.
SEE ALSO¶
The source code
CallableBonds.cpp,
BermudanSwaption(1),
Bonds(1),
CDS(1),
ConvertibleBonds(1),
DiscreteHedging(1),
EquityOption(1),
FittedBondCurve(1),
FRA(1),
MarketModels(1),
Replication(1),
Repo(1),
SwapValuation(1), the QuantLib documentation and website at
http://quantlib.org.
AUTHORS¶
The QuantLib Group (see
Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the
Debian GNU/Linux maintainer for
QuantLib.