Hi, I am a novice to derivatives quant and am trying to price a cms range accrual with callable/puttable features. I have downloaded and installed the QuantLibXL along with the framework. However I am unable to figure out how to go about pricing a product. The documentation I have been able to get my hands on seems very developer-specific, is there some place which can give me a step-by-step procedure to price any one product? Something to help me find my way around. Specifically i don't understand how to handle the inputs where an object id has been put in (eg scedule object etc) I would very much appreciate any help you can extend to me. And am extremely sorry to trouble you guys with such a basic problem. Thanks very much for your help and understanding. Best Regards, Tuhina DISCLAIMER:The information contained in this email has been prepared solely for your information and is not an offer or solicitation of an offer to buy/sell any securities/instruments mentioned or to participate in any trading strategy. JM Financial and/or its affiliate companies may deal as principal in its own name or act as a market maker for securities/instruments mentioned or may advise the issuers. This is not a research report and is not from JM Financial Research but it may refer to a research analyst/research report. The recipient further acknowledges that the views contained in the email message are those of the sender and may not necessarily reflect those of the AMC/Mutual Fund. We do not represent that the information contained herein is accurate or complete. Information is subject to change without notice and we may not update this. Past performance is not indicative of future returns. No portion of this email or its attachment(s) shall be forwarded or distributed to any person without our prior written approval. You may not use email to request, authorize or effect the purchase or sale of any security or instrument, to send transfer instructions, or to effect any other transactions. This email is solely for the addressee(s)/intended recipients and may contain confidential information. Sender does not intend to waive confidentiality or privilege. If you have received this email in error, please destroy immediately and notify the sender. ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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