NAME

       MarketModels - Example of Monte Carlo pricing with market models

SYNOPSIS

       MarketModels

DESCRIPTION

       MarketModels is an example of using QuantLib.

       It prices a series of inverse floaters under market models using simulation.

SEE ALSO

       The    source   code   MarketModels.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   CDS(1),
       ConvertibleBonds(1), DiscreteHedging(1),  EquityOption(1),  FittedBondCurve(1),  FRA(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.