NAME¶

BasketLosses - Example of Modeling Losses Across Correlated Assets

SYNOPSIS¶

BasketLosses

DESCRIPTION¶

BasketLosses is an example of using QuantLib.

SEE ALSO¶

The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.

AUTHORS¶

The QuantLib Group (see Contributors.txt).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.