1MarketModels(1)             General Commands Manual            MarketModels(1)
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NAME

6       MarketModels - Example of Monte Carlo pricing with market models
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SYNOPSIS

9       MarketModels
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DESCRIPTION

12       MarketModels is an example of using QuantLib.
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14       It  prices a series of inverse floaters under market models using simu‐
15       lation.
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SEE ALSO

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

27       The QuantLib Group (see Authors.txt).
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29       This manual page was added by Dirk Eddelbuettel  <edd@debian.org>,  the
30       Debian GNU/Linux maintainer for QuantLib.
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34QuantLib                        13 January 2010                MarketModels(1)