Package QuantLib-doc
The documentation for QuantLib
This package contains documentation files generated from the source code of
QuantLib.
Version: 1.29
General Commands | |
BasketLosses | Example of Modeling Losses Across Correlated Assets |
BermudanSwaption | Example of using QuantLib |
Bonds | Example of bond pricing |
CDS | Example of Credit-Default Swap pricing |
CVAIRS | Example of Credit Value Adjustment for Interest Rate Swap |
CallableBonds | Example of callable-bond pricing |
ConvertibleBonds | Example of using QuantLib to value convertible bonds |
DiscreteHedging | Example of using QuantLib |
EquityOption | Example of using QuantLib to value equity options |
FRA | Example of using QuantLib |
FittedBondCurve | Example of using QuantLib to fit discount curves |
Gaussian1dModels | Example of Gaussian Short Rate Model for Interest Rate Derivatives |
GlobalOptimizer | Example of Global Optimization Using Different Methods |
LatentModel | Example of Modeling Correlated Defaults |
MarketModels | Example of Interst Rate Derivative Pricing |
MulticurveBootstrapping | Example of using QuantLib |
MultidimIntegral | Example of Multi-dimensional Numerical Integration |
Replication | Example of using QuantLib |
Repo | Example of using QuantLib |