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Hi,
I've been looking in quantlib for implementations of the following two products: PRDC (Power Reverse Dual Currency note) Chooser TARN (Targeted Accrual Redemption Note).
I found some posts of people asking for the same products in the past. Given that I didn't find it I'm guessing there are still non, but thought it would be worth asking, just in case.
If not, in your opinion, what are the most exotic types of Bermudan Swaptions offered in quantlib?
All the best
Mariano
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