Re: Option Adjusted Spread

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Re: Option Adjusted Spread

Ferdinando M. Ametrano-3
On Tue, Jul 26, 2011 at 9:37 PM, peyman nayebvali <[hidden email]> wrote:
> I was wondering
> there is any function or worksheet available for calculating option adjusted
> spread.

no, unfortunately

------------------------------------------------------------------------------
Got Input?   Slashdot Needs You.
Take our quick survey online.  Come on, we don't ask for help often.
Plus, you'll get a chance to win $100 to spend on ThinkGeek.
http://p.sf.net/sfu/slashdot-survey
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users