[Quantlib-dev] Amortizing caps and floors pricing

[aubertseba <seb...@gm...>]

Hello,

I would like to know if QuantlibXL 1.9 offers the possibility to price
amortizing caps and floors in a negative interest rates environment ? That
implies the impossibility to use the Black-Scholes model.

Thanks in advance for your answer.

Yours sincerely,

Sébastien



--
View this message in context: http://quantlib.10058.n7.nabble.com/Amortizing-caps-and-floors-pricing-tp18413.html
Sent from the quantlib-dev mailing list archive at Nabble.com.