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Re: How to handle sink schedules, stepped coupons, stepped formulas, callable floaters?

Posted by Ferdinando M. Ametrano-3 on May 25, 2012; 3:53pm
URL: http://quantlib.414.s1.nabble.com/How-to-handle-sink-schedules-stepped-coupons-stepped-formulas-callable-floaters-tp7771p7772.html

Hi Mike

On Fri, May 25, 2012 at 4:21 PM, Mike Jake <[hidden email]> wrote:
> Q1>
> Does Quantlib make a lot of major simplifying assumptions about fixed income
> markets?

a lot...

> Q2> Is there any serious commercial adoption of this library?

not really, just hobbists and wanna-be-quants

better ask matlab for some real quant library

ciao -- Nando

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