Amortizing caps and floors pricing

Posted by aubertseba on Jul 06, 2017; 8:42am
URL: http://quantlib.414.s1.nabble.com/Amortizing-caps-and-floors-pricing-tp18413.html

Hello,

I would like to know if QuantlibXL 1.9 offers the possibility to price amortizing caps and floors in a negative interest rates environment ? That implies the impossibility to use the Black-Scholes model.

Thanks in advance for your answer.

Yours sincerely,

Sébastien