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CallableBonds(1) | General Commands Manual | CallableBonds(1) |
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), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.AUTHORS¶
The QuantLib Group (see Contributors.txt).This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
18 July 2008 | QuantLib |