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.