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)
