Provided by: quantlib-examples_1.31.1-1_amd64
NAME
LatentModel - Example of Modeling Correlated Defaults
SYNOPSIS
LatentModel
DESCRIPTION
LatentModel 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.