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What is on Your Mind?
Which OS is better for software development ?
Post 302548189 by jgt on Wednesday 17th of August 2011 05:02:05 PM
08-17-2011
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LEARN ABOUT CENTOS
marketmodels
MarketModels(1) General Commands Manual MarketModels(1) 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), Equity- Option(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. QuantLib 13 January 2010 MarketModels(1)