Supported Instruments

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Supported Instruments

Leon Sit
Hi All:

I am trying to price few instruments with quantlib. After some
digging, I think I find most of them. Thanks you. However there are
few I could not find and they are

FX Swap
Inflation linked bonds
Preferred stocks


Does anyone know if quantlib support them?

Thanks.

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Re: Supported Instruments

Luigi Ballabio
On Thu, 2010-11-04 at 15:43 -0500, Leon Sit wrote:
> I am trying to price few instruments with quantlib. After some
> digging, I think I find most of them. Thanks you. However there are
> few I could not find and they are
>
> FX Swap
> Inflation linked bonds
> Preferred stocks
>
> Does anyone know if quantlib support them?

No, not yet.

Luigi


--

The first thing we do, let's kill all the lawyers.
-- W. Shakespeare, "King Henry VI, Part II"



------------------------------------------------------------------------------
The Next 800 Companies to Lead America's Growth: New Video Whitepaper
David G. Thomson, author of the best-selling book "Blueprint to a
Billion" shares his insights and actions to help propel your
business during the next growth cycle. Listen Now!
http://p.sf.net/sfu/SAP-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users