1GAUSSIAN1DMODELS(1)         General Commands Manual        GAUSSIAN1DMODELS(1)
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NAME

6       Gaussian1dModels  -  Example  of Gaussian Short Rate Model for Interest
7       Rate Derivatives
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SYNOPSIS

10       Gaussian1dModels
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DESCRIPTION

13       Gaussian1dModels is an example of using QuantLib.
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SEE ALSO

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

25       The QuantLib Group (see Contributors.txt).
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27       This manual page was added by Dirk Eddelbuettel  <edd@debian.org>,  the
28       Debian GNU/Linux maintainer for QuantLib.
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32QuantLib                         27 April 2016             GAUSSIAN1DMODELS(1)