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.

QuantLib                                          18 July 2008                                  CallableBonds(1)