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From: qlibuser <fah...@gm...> - 2011-02-22 22:05:08
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Hi - I need to calculate OAS of a callable bond using Quantlib. I've seen some past posts on this but no one has posted a solution. Has anyone calculated it using Quantlib, would really appreciate if someone could provide an example of this. Thanks. -- View this message in context: http://old.nabble.com/OAS-for-Callables-tp30990191p30990191.html Sent from the quantlib-dev mailing list archive at Nabble.com. |