hpux man page for bermudanswaption

Query: bermudanswaption

OS: hpux

Section: 1

Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar

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)
Related Man Pages
callablebonds(1) - debian
fra(1) - debian
callablebonds(1) - hpux
marketmodels(1) - hpux
bermudanswaption(1) - hpux
Similar Topics in the Unix Linux Community
The gradual triumph of Linux - IT-Director.com
Medwars 2008-05-24 (Default branch)
Will You Get the A(H1N1) Vaccine?
Better than Fiverr?
Step by step free SEO process