---
name: "BermudanSwaption"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://new.carta.tech/BermudanSwaption"
---

# BermudanSwaption(1)

Example of using QuantLib

## 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, Bermudan 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)](/Bonds/1.md), [**CallableBonds**(1)](/CallableBonds/1.md), [**CDS**(1)](/CDS/1.md), [**ConvertibleBonds**(1)](/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**EquityOption**(1)](/EquityOption/1.md), [**FittedBondCurve**(1)](/FittedBondCurve/1.md), [**FRA**(1)](/FRA/1.md), [**MarketModels**(1)](/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/MulticurveBootstrapping/1.md), [**Replication**(1)](/Replication/1.md), [**Repo**(1)](/Repo/1.md), the QuantLib documentation and website at *https://www.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**.