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.