EuropeanOption(1)

EuropeanOption1

Example of using quantlib

Usage

EuropeanOption

Overview

EuropeanOption is an example of using QuantLib.

It computes the value of a European Call option using six different methods.

Releases

Unchanged in 2 releases since Debian 3.0 (Woody).

  1. 3.0–3.1

Authors

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.

From quantlib-examples 0.3.9-6 in Debian 3.1 (Sarge). Parsed by carta from the page's man source.