CallableBonds (1) Linux Manual Page

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 [at] debian.org>, the Debian GNU/Linux maintainer for QuantLib.