MarketModel - Example of Interst Rate Derivative Pricing
MarketModel
MarketModel is an example of using QuantLib.
The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
The QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd AT debian DOT org>, the Debian GNU/Linux maintainer for QuantLib.