Provided by: quantlib-examples_1.25-1_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.