MarketModels
MarketModels
Section: User Commands (1) Updated: 13 January 2010 Local index
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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
-
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Time: 21:14:50 GMT, April 16, 2011