Quantitative Finance Library -- example binaries
The QuantLib project aims to provide a comprehensive software framework
for quantitative finance. The goal is to provide a standard free/open
source library to quantitative analysts and developers for modeling,
trading, and risk management of financial assets.
This package provides several example binaries as well as source code.
This example prices a few bermudan swaptions using different short-rate
models calibrated to market swaptions.
This example shows how to set up a term structure and then price some
simple bonds. The last part is dedicated to peripherical computations
such as "Yield to Price" or "Price to Yield"
This example bootstraps a default-probability curve over a number of
CDS and reprices them.
This examples prices a number of callable bonds and compares the
results to known good data.
This example evaluates convertible bond values
This is an example on using QuantLib Montecarlo framework.
It computes profit and loss of a discre
Calculates equity option values with a number of methods
Forward-rate agreement valuation example.
Browse inside quantlib-examples_1.0.1-1+b1_armel.deb
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