Pricing Bermuda Swaptions – infos, material and code needed pls.

Pricing Bermuda Swaptions – infos, material and code needed pls. Dear fellow quants! I am looking for some material for pricing Bermuda Swaptions. Does anybody have, or now where to get Matlab Codes or recommended books to get more insight specific in this topic? At the moment I am using: Brigo, Mercurio – Interest Rate …

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