Accreting Bermudan Swaption

Posted by mueller stefan on Jan 23, 2017; 3:15pm
URL: http://quantlib.414.s1.nabble.com/Accreting-Bermudan-Swaption-tp17987.html

Hello guys,

I am relatively new to quantlib. Until now i mostly used MATLab for derivatives pricing. Sometimes self developed, sometimes i used scripts from books or communities like quantcode.

Right now i want to do some pricing for a seminar paper at my university. I thought it would be cool to price an bermudan swaption with accreting feature (our prof mentioned this feature). So is the quantlib library capable of handling an accreting bermundan swaption or is it useless to start digging into quantlib for that cause?

Thank you in advance for you advice.

Kind regards
stefan