NAME
MarketModel - Example of Interst Rate Derivative Pricing
SYNOPSIS
MarketModel
DESCRIPTION
MarketModel 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 https://www.quantlib.org.
AUTHORS
The QuantLib Group (see Contributors.txt).
This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.