LatentModel - Example of Modeling Correlated Defaults
LatentModel
LatentModel 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),
MulticurveBootstrapping(1),
Replication(1),
Repo(1), the QuantLib documentation and website
at
https://www.quantlib.org.
The QuantLib Group (see
Contributors.txt).
This manual page was added by Dirk Eddelbuettel <
[email protected]>, the
Debian GNU/Linux maintainer for
QuantLib.