CallableBonds - Example of callable-bond pricing

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the  Debian  GNU/Linux  maintainer  for
       QuantLib.

QuantLib                                          18 July 2008                                  CallableBonds(1)

CallableBonds is an example of using QuantLib.

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

       CallableBonds - Example of callable-bond pricing

       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.

CallableBonds