Provided by: quantlib-examples_1.15-1_amd64 bug

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),
       MarketModels(1),   MulticurveBootstrapping(1),   Replication(1),   Repo(1),  the  QuantLib
       documentation and website at http://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.