The documentation for QuantLib
This package contains documentation files generated from the source code of
QuantLib.
Version: 1.29
General Commands | |
| BasketLosses | Example of Modeling Losses Across Correlated Assets |
| BermudanSwaption | Example of using QuantLib |
| Bonds | Example of bond pricing |
| CDS | Example of Credit-Default Swap pricing |
| CVAIRS | Example of Credit Value Adjustment for Interest Rate Swap |
| CallableBonds | Example of callable-bond pricing |
| ConvertibleBonds | Example of using QuantLib to value convertible bonds |
| DiscreteHedging | Example of using QuantLib |
| EquityOption | Example of using QuantLib to value equity options |
| FRA | Example of using QuantLib |
| FittedBondCurve | Example of using QuantLib to fit discount curves |
| Gaussian1dModels | Example of Gaussian Short Rate Model for Interest Rate Derivatives |
| GlobalOptimizer | Example of Global Optimization Using Different Methods |
| LatentModel | Example of Modeling Correlated Defaults |
| MarketModels | Example of Interst Rate Derivative Pricing |
| MulticurveBootstrapping | Example of using QuantLib |
| MultidimIntegral | Example of Multi-dimensional Numerical Integration |
| Replication | Example of using QuantLib |
| Repo | Example of using QuantLib |