is an example of using the QuantLib interest-rate model framework.
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.