What?s happening in CEP?

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02-19-2008

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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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LEARN ABOUT DEBIAN

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)