Gaussian1dModels - Man Page
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), 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 <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
Info
27 April 2016 QuantLib