Provided by: quantlib-examples_1.17-2build1_amd64 bug

NAME
       BermudanSwaption - Example of using QuantLib


SYNOPSIS
       BermudanSwaption


DESCRIPTION
       BermudanSwaption is an example of using the QuantLib interest-rate model framework.

       BermudanSwaption  prices  a  bermudan swaption using different models calibrated to market swaptions. The
       calibration examples include Hull and White's using both an analytic formula as well as numerically,  and
       Black  and  Karasinski's model. Using these three calibrations, Bermudan swaptions are priced for at-the-
       money, out-of-the-money and in-the-money volatilities.


SEE ALSO
       The  source  code  BermudanSwaption.cpp,   Bonds(1),   CallableBonds(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
       http://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.