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CallableBonds(1) FreeBSD General Commands Manual CallableBonds(1)

CallableBonds - Example of callable-bond pricing

CallableBonds

CallableBonds is an example of using QuantLib.

It prices a number of callable bonds and compares the results to known good data.

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.

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
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