CMS Range accrual (callable/puttable)
Posted by
tuhina.singh on
Jul 28, 2008; 11:12am
URL: http://quantlib.414.s1.nabble.com/CMS-Range-accrual-callable-puttable-tp5837.html
Hi,
I am a novice to derivatives quant and
am trying to price a cms range accrual with callable/puttable features.
I have downloaded and installed the QuantLibXL along with the framework.
However I am unable to figure out how to go about pricing a product. The
documentation I have been able to get my hands on seems very developer-specific,
is there some place which can give me a step-by-step procedure to price
any one product? Something to help me find my way around. Specifically
i don't understand how to handle the inputs where an object id has been
put in (eg scedule object etc)
I would very much appreciate any help
you can extend to me. And am extremely sorry to trouble you guys with such
a basic problem.
Thanks very much for your help and understanding.
Best Regards,
Tuhina
DISCLAIMER:The information contained in this email has been prepared solely
for your information and is not an offer or solicitation of an offer to
buy/sell any securities/instruments mentioned or to participate in any
trading strategy. JM Financial and/or its affiliate companies may deal
as principal in its own name or act as a market maker for securities/instruments
mentioned or may advise the issuers. This is not a research report and
is not from JM Financial Research but it may refer to a research analyst/research
report. The recipient further acknowledges that the views contained in
the email message are those of the sender and may not necessarily reflect
those of the AMC/Mutual Fund. We do not represent that the information
contained herein is accurate or complete. Information is subject to change
without notice and we may not update this. Past performance is not indicative
of future returns. No portion of this email or its attachment(s) shall
be forwarded or distributed to any person without our prior written approval.
You may not use email to request, authorize or effect the purchase or sale
of any security or instrument, to send transfer instructions, or to effect
any other transactions. This email is solely for the addressee(s)/intended
recipients and may contain confidential information. Sender does not intend
to waive confidentiality or privilege. If you have received this email
in error, please destroy immediately and notify the sender.
-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users