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), Replication(1), Repo(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@debian.org>, the
Debian GNU/Linux maintainer for QuantLib.