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CallableBonds(1)	    General Commands Manual	      CallableBonds(1)

NAME
       CallableBonds - Example of callable-bond	pricing

SYNOPSIS
       CallableBonds

DESCRIPTION
       CallableBonds is	an example of using QuantLib.

       It  prices a number of callable bonds and compares the results to known
       good data.

SEE ALSO
       The  source  code  CallableBonds.cpp,  BermudanSwaption(1),   Bonds(1),
       CDS(1),	ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fit-
       tedBondCurve(1),	FRA(1),	 MarketModels(1),  MulticurveBootstrapping(1),
       Replication(1),	Repo(1),  the  QuantLib	 documentation	and website at
       http://quantlib.org.

AUTHORS
       The QuantLib Group (see Contributors.txt).

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

QuantLib			 18 July 2008		      CallableBonds(1)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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