CallableBonds(1)

✨ CallableBonds(1) — General Commands Manual ✨

Okay bestie, let's talk about CallableBonds 💖 It's the manual name, and the whole thing is giving QuantLib energy 💅

👑 NAME

CallableBonds - Example of callable-bond pricing 🦋

🎀 SYNOPSIS

CallableBonds

Literally that's it. No flags, no fuss, just vibes 🫶

🌸 DESCRIPTION

Okay so CallableBonds is an example of using QuantLib ✨ It's a demo that shows you how it's done 🔥

It prices a bunch of callable bonds 💰 and then compares the results to known good data 🧚 So you can see that the numbers are actually legit, no cap 💯

🍓 SEE ALSO

The source code CallableBonds.cpp is where the magic happens 🪄 You should also check out BermudanSwaption(1), Bonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), and Repo(1) 📚 Plus the QuantLib documentation and website at https://www.quantlib.org 🌈

💜 AUTHORS

The QuantLib Group (see Contributors.txt) are the queens behind all of this 👑

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib 🫶 Iconic behavior, honestly 😭

Source: QuantLib, 18 July 2008. Thanks for reading, bestie 🦋💖✨