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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH BERMUDANSWAPTION 1 "04 May 2002" QuantLib
.SH NAME
BermudanSwaption - Example of using QuantLib
.SH SYNOPSIS
.B BermudanSwaption
.SH DESCRIPTION
.PP
.B BermudanSwaption
is an example of using the \fIQuantLib\fP interest-rate model framework.
.B 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.
.SH SEE ALSO
The source code
.IR BermudanSwaption.cpp ,
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).
This manual page was added by Dirk Eddelbuettel
<edd@debian.org>, the Debian GNU/Linux maintainer for
.BR QuantLib .
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