NAME

MarketModel - Example of Interst Rate Derivative Pricing

SYNOPSIS

MarketModel

DESCRIPTION

MarketModel is an example of using QuantLib.
 

SEE ALSO

The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), , MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org.
 

AUTHORS

The QuantLib Group (see Contributors.txt).
 
This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.