1CallableBonds(1) General Commands Manual CallableBonds(1)
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6 CallableBonds - Example of callable-bond pricing
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9 CallableBonds
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12 CallableBonds is an example of using QuantLib.
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14 It prices a number of callable bonds and compares the results to known
15 good data.
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19 The source code CallableBonds.cpp, BermudanSwaption(1), Bonds(1),
20 CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fit‐
21 tedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1),
22 SwapValuation(1), the QuantLib documentation and website at
23 http://quantlib.org.
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27 The QuantLib Group (see Authors.txt).
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29 This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the
30 Debian GNU/Linux maintainer for QuantLib.
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34QuantLib 18 July 2008 CallableBonds(1)