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The Lounge What is on Your Mind? Will You Get the A(H1N1) Vaccine? Post 302382638 by Smiling Dragon on Thursday 24th of December 2009 05:54:54 AM
Old 12-24-2009
Quote:
Originally Posted by frustin
must...try...not to...criticise...decision.
<chuckle>
For something like this where the disease is not that serious and our immune systems are potentially capable of fighting it off with a little assistance, I'm actually quite intrigued by the idea of a homeopathic approach to this.

90% of the time I like to deal with my body not behaving by using hard sciency-sounding drugs, but in this case you get a leg-up in the defence without all the negatives of the vaccine (and there's a number of them).
 
BERMUDANSWAPTION(1)					      General Commands Manual					       BERMUDANSWAPTION(1)

NAME
BermudanSwaption - Example of using QuantLib SYNOPSIS
BermudanSwaption DESCRIPTION
BermudanSwaption is an example of using the QuantLib interest-rate model framework. BermudanSwaption 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, Bermu- dan swaptions are priced for at-the-money, out-of-the-money and in-the-money volatilities. SEE ALSO
The source code BermudanSwaption.cpp, Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fitted- BondCurve(1), FRA(1), MarketModels(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. QuantLib 04 May 2002 BERMUDANSWAPTION(1)
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