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Full Discussion: PHP and MySQL
Top Forums UNIX for Dummies Questions & Answers PHP and MySQL Post 50408 by google on Friday 23rd of April 2004 07:48:54 AM
Old 04-23-2004
Well, my suggestion is to search the web using google for what you are looking for. People pay good money for what it is you are asking for. Why not try and learn the tools yourself to build exactly what you want?
 

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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)
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