Amortizing caps and floors pricing

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Amortizing caps and floors pricing

aubertseba
Hello,

I would like to know if QuantlibXL 1.9 offers the possibility to price amortizing caps and floors in a negative interest rates environment ? That implies the impossibility to use the Black-Scholes model.

Thanks in advance for your answer.

Yours sincerely,

S├ębastien
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