NAME

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

SYNOPSIS

Gaussian1dModels

DESCRIPTION

Gaussian1dModels 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 http://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.