[Quantlib-dev] Option Adjusted Spread

[peyman n. <pna...@gm...>]

Hi Quant Lib

Thanks for the amazing add-in you have provided for free. I was wondering
there is any function or worksheet available for calculating option adjusted
spread. Thanks in advance

-- 
Peyman Nayebvali
Masters in Engineering Management Systems
Industrial Engineering and Operations Research
Columbia University
127 East 101st St. Apt #3D
New York, NY 10029
Phone Number: 1 (347) 567 3888
pn...@co...