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CallableBonds
Langue: en
Version: 18 July 2008 (ubuntu - 24/10/10)
Section: 1 (Commandes utilisateur)
NAME
CallableBonds - Example of callable-bond pricingSYNOPSIS
CallableBondsDESCRIPTION
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.
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