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)
Ok here is the deal, I have a command given to me by some systems guy who I cannot get ahold of on the weekend without paying him alot of money to help me. I need to get this done before Monday as I am just getting pummeled by DOS attacks. The comand given was....
netstat -ntu | awk '{print... (1 Reply)
Discussion started by: Hexabah
1 Replies
2. Forum Support Area for Unregistered Users & Account Problems
hi all.
hi my name is david i am new in this forum. its been a year since I am on linux ubuntu and i realy do enjoy with it. i spend lots of time on it reaserch and learn different types of things about unix and mostly linux. i am 16 years old and i am in school. i was wondering is there any way... (2 Replies)
Hello people!
I can't find a job in real life because of my psycho problems but I need money. I am somewhat experienced in computers and had some minor programming experience, both for Web and application software but the experience is really minor. I'm 24 (male) and got almost nothing to do... (6 Replies)
Have anyone tried Hourlies?
I have been using Fiverr gigs to earn extra money for a while now and it is working pretty great for me, but now i found Hourlies (pls google it, i'm not allowed to use links). I'm thinking of creating some professional Hourlies and who knows maybe i can make it as a... (1 Reply)
if there's a file containing:
money king money queen money cat money also money king
all those strings are on one line in the file.
how can i find out how many times "money king" shows up in the line?
egrep -c "money king" wont work. (7 Replies)