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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

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