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MarketModels

MarketModels

Section: User Commands (1) Updated: 13 January 2010
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NAME

MarketModels - Example of Monte Carlo pricing with market models  

SYNOPSIS

MarketModels  

DESCRIPTION

MarketModels is an example of using QuantLib.

It prices a series of inverse floaters under market models using simulation.

 

SEE ALSO

The source code MarketModels.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(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.


 

Index

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS

This document was created by man2html, using the manual pages.
Time: 21:14:50 GMT, April 16, 2011