On Wed, 2007-09-12 at 21:49 -0400, news-server.carolina.rr.com wrote:
> I am very new to QuantLib. I am familiar with NumeriX. With NumeriX, you
> can price a deal with the basic primitives model and method specified. It
> seems like QuantLib requires equivalent primatives model and method and
> additionally pricing engine and maybe instrument. While I do intend to
> invest significant time learning QuantLib, I wonder is there a sample code
> that would outline how I could price an American call option on a zero
> coupon bond?
Not at this time---callable bonds are not yet implemented. The closest
you can get is a swaption: you'll find the instrument itself in
ql/instruments and a few engines in ql/pricingengines/swaption.
Luigi
--
Barker's Proof:
Proofreading is more effective after publication.
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