On Mon, 2010-09-13 at 09:54 -0400, wind chen wrote:
> Could you please tell me how to price a Puttable Bond in QuantLib? I
> do not find function or class so far. That is strange.
Look into the <ql/experimental/callablebonds> folder. It's called
CallableBond, but when you instantiate the callability schedule you can
specify the type as Call or Put.
Luigi
--
Father's got the sack from the water-works
For smoking of his old cherry-briar;
Father's got the sack from the water-works
'Cos he might set the water-works on fire.
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