Package QuantLib-doc

The documentation for QuantLib

http://www.quantlib.org

This package contains documentation files generated from the source code of
QuantLib.

General Commands
Command Description
BasketLosses Example of Modeling Losses Across Correlated Assets
BermudanSwaption Example of using QuantLib
Bonds Example of bond pricing
CallableBonds Example of callable-bond pricing
CDS Example of Credit-Default Swap pricing
ConvertibleBonds Example of using QuantLib to value convertible bonds
CVAIRS Example of Credit Value Adjustment for Interest Rate Swap
DiscreteHedging Example of using QuantLib
EquityOption Example of using QuantLib to value equity options
FittedBondCurve Example of using QuantLib to fit discount curves
FRA Example of using QuantLib
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
MultidimIntegral Example of Multi-dimensional Numerical Integration
Replication Example of using QuantLib
Repo Example of using QuantLib
SwapValuation Example of using QuantLib