NAME¶
Gaussian1dModels - Example of Gaussian Short Rate Model for Interest Rate
Derivatives
SYNOPSIS¶
Gaussian1dModels
DESCRIPTION¶
Gaussian1dModels 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), MarketModels(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.
