Re: [Quantlib-users] Option Adjusted Spread
Posted by
Ferdinando M. Ametrano-3 on
Aug 01, 2011; 9:19am
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-users-Option-Adjusted-Spread-tp13556.html
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-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev