1LatentModel(1)              General Commands Manual             LatentModel(1)
2
3
4

NAME

6       LatentModel - Example of Modeling Correlated Defaults
7

SYNOPSIS

9       LatentModel
10

DESCRIPTION

12       LatentModel is an example of using QuantLib.
13
14

SEE ALSO

16       The  source  code  CDS.cpp,  BermudanSwaption(1),  Bonds(1),  Callable‐
17       Bonds(1),  ConvertibleBonds(1),  DiscreteHedging(1),   EquityOption(1),
18       FittedBondCurve(1),   FRA(1),   MarketModels(1),   MulticurveBootstrap‐
19       ping(1), Replication(1), Repo(1), the QuantLib documentation  and  web‐
20       site at http://quantlib.org.
21
22

AUTHORS

24       The QuantLib Group (see Contributors.txt).
25
26       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
27       Debian GNU/Linux maintainer for QuantLib.
28
29
30
31QuantLib                         27 April 2016                  LatentModel(1)
Impressum