Re: CallableFixedRateBond dependencies

Posted by Allen Kuo-2 on
URL: http://quantlib.414.s1.nabble.com/CallableFixedRateBond-dependencies-tp14813p14814.html

Simon, would look in the Examples directory, which sets up a callable
fixed rate bond and then prices it.

Best, Allen


On 1/4/2014 5:55 AM, smazzucca wrote:

> The CallableFixedRateBond looks more and more like a massive can of worms.
>
> I got it to compile, but when I run it, I get "no arguments given", which is
> probably due to the lack of proper pricing engine.
>
> I was suggested to use TreeCallableFixedRateBondEngine.
> But to add this I first need to add LatticeShortRateModelEngine.
> And to add that I have to have GenericModelEngine.
>
> Trial and error to get just one of these working takes hours. Do you have
> any suggestions as to how to go about this ?
>
> Thank you!
> Simon
>
>
>
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