01-16-2002
Yes, Sun is not going to support / distribute the Intel binaries for Solaris any more... not making enough money on it (they make most money from corporations, which usually buy their hardware anyways). That means that when Solaris 9 comes out, there will be no Intel version at all.
I believe they're also discontinuing the source-sharing programs as well...
Darn shame too...
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LEARN ABOUT DEBIAN
bermudanswaption
BERMUDANSWAPTION(1) General Commands Manual BERMUDANSWAPTION(1)
NAME
BermudanSwaption - Example of using QuantLib
SYNOPSIS
BermudanSwaption
DESCRIPTION
BermudanSwaption is an example of using the QuantLib interest-rate model framework.
BermudanSwaption prices a bermudan swaption using different models calibrated to market swaptions. The calibration examples include Hull
and White's using both an analytic formula as well as numerically, and Black and Karasinski's model. Using these three calibrations, Bermu-
dan swaptions are priced for at-the-money, out-of-the-money and in-the-money volatilities.
SEE ALSO
The source code BermudanSwaption.cpp, Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fitted-
BondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at
http://quantlib.org.
AUTHORS
The QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
QuantLib 04 May 2002 BERMUDANSWAPTION(1)