CallableBonds

Langue: en

Autres versions - même langue

Version: 18 July 2008 (ubuntu - 24/10/10)

Section: 1 (Commandes utilisateur)

Sommaire

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.