From: Luigi B. <lui...@gm...> - 2008-03-26 16:55:59
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On Wed, 2008-03-26 at 11:39 +0000, klaas van imschoot wrote: > I quickly scanned through the documentation but couldn't find anything > related to amortization. I was wondering whether quantlib supports > already amortizing loan/bond/swaps. Not in the current release. They were contributed recently, so they'llgo into the next one. Luigi -- The First Rule of Optimization: Don't do it. The Second Rule of Optimization (For experts only): Don't do it yet. -- Michael Jackson |