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.