LatentModel(1)

LatentModel1

Example of modeling correlated defaults

Usage

LatentModel

Overview

LatentModel is an example of using QuantLib.

Releases

5 releases since Debian 9 (Stretch); the text changed 2 times.

  1. 9
  2. 10–11
  3. 12–13

Authors

The QuantLib Group (see Contributors.txt).

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

From quantlib-examples 1.38-1 in Debian 13 (Trixie). Parsed by carta from the page's man source.