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), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
The QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.