CallableBonds

Langue: en

Autres versions - même langue

Version: 18 July 2008 (fedora - 04/07/09)

Section: 1 (Commandes utilisateur)

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), EquityOption(1), DiscreteHedging(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.