What?s happening in CEP?

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Old 02-19-2008
What?s happening in CEP?

by Philip Howard, Director of Research - Technology, Bloor Research02-18-2008, Bloor Research 2008The complex event processing (CEP) market is evolving. It has got beyond the stage where people are worried about what to call it: should it be called CEP, ESP (event stream processing) or just plain event processing? Indeed EPTS (the event [...]

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MarketModels(1) 					      General Commands Manual						   MarketModels(1)

MarketModels - Example of Monte Carlo pricing with market models SYNOPSIS
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)