NAME
PARITIES - Example of using QuantLib
SYNOPSIS
Parities
DESCRIPTION
Parities is an example of using QuantLib.
It computes the value of a European Call option using six different methods.
SEE ALSO
The source code Parities.cpp, DiscreteHedging(1), the QuantLib documentation and website at http://quantlib.org.
AUTHORS
The QuantLib Group (see Authors.txt).
This manual page was added by the Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.