Re: mortgage bond
Posted by Baoho on Aug 31, 2012; 2:03pm
URL: http://quantlib.414.s1.nabble.com/mortgage-bond-tp12877p12881.html
Hello, Nathan. It has been several years since your original post. I am wondering where you are in terms of developing a mortgage class in QuantLib because I am now working on using Quantlib for mortgage valuation too. I would greatly appreciate if you or any one else have any new information to offer on the subject.
Thank you very much.
Baoho Chang