1LatentModel(1) General Commands Manual LatentModel(1)
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6 LatentModel - Example of Modeling Correlated Defaults
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9 LatentModel
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12 LatentModel is an example of using QuantLib.
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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 https://www.quantlib.org.
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24 The QuantLib Group (see Contributors.txt).
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26 This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the
27 Debian GNU/Linux maintainer for QuantLib.
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31QuantLib 27 April 2016 LatentModel(1)