Gaussian1dModels - Example of Gaussian Short Rate Model for Interest Rate Derivatives

Contents

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.

QuantLib                                          27 April 2016                              GAUSSIAN1DMODELS(1)

Description

Gaussian1dModels is an example of using QuantLib.

Name

       Gaussian1dModels - Example of Gaussian Short Rate Model for Interest Rate Derivatives

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.

Synopsis

Gaussian1dModels

return

See Also

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