Man page - callablebonds(1)

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Package:  quantlib-examples
apt-get install quantlib-examples

Manual

CallableBonds

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS

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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), MulticurveBootstrapping (1), Replication (1), Repo (1), the QuantLib documentation and website at https://www.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 .

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