Bermudan swaption Pricing
Posted by Zaig, Diana on
URL: http://quantlib.414.s1.nabble.com/Bermudan-swaption-Pricing-tp2396.html
Hello,
I have just found out about QuantLib and spend some time browsing. I've
found a lot of functions for the valuation of Bermudan swaptions, which is
the topic of my current project. I am however horrible with C++ code. Is
there any hope that Quant Lib could still be of use to me somehow? ( I can
programming in VBA.)
Thank you in advance,
Diana Zaig, BASc