bionic (1) Gaussian1dModels.1.gz

Provided by: quantlib-examples_1.12-1_amd64 bug

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.