| BASKETLOSSES(1) | General Commands Manual | BASKETLOSSES(1) |
BasketLosses - Example of Modeling Losses Across Correlated Assets
BasketLosses
BasketLosses is an example of using QuantLib.
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.
The QuantLib Group (see Contributors.txt).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
| 27 April 2016 | QuantLib |