MarketModels

Langue: en

Version: 13 January 2010 (ubuntu - 24/10/10)

Section: 1 (Commandes utilisateur)

Sommaire

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), EquityOption(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.