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quantlib-examples

Quantitative Finance Library -- example binaries

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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.

Homepage:-
Package version:1.0.1-1+b1
Architecture:i386
Distribution:Debian
Filename:quantlib-examples_1.0.1-1+b1_i386.deb

/usr/share/doc/libquantlib-1.0.0/examples/Examples/BermudanSwaption/ReadMe.txt

This example prices a few bermudan swaptions using different short-rate
models calibrated to market swaptions.

/usr/share/doc/libquantlib-1.0.0/examples/Examples/Bonds/ReadMe.txt

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"

/usr/share/doc/libquantlib-1.0.0/examples/Examples/CDS/ReadMe.txt

This example bootstraps a default-probability curve over a number of
CDS and reprices them.

/usr/share/doc/libquantlib-1.0.0/examples/Examples/CallableBonds/ReadMe.txt

This examples prices a number of callable bonds and compares the
results to known good data.

/usr/share/doc/libquantlib-1.0.0/examples/Examples/ConvertibleBonds/ReadMe.txt

This example evaluates convertible bond values

/usr/share/doc/libquantlib-1.0.0/examples/Examples/DiscreteHedging/ReadMe.txt

This is an example on using QuantLib Montecarlo framework.

It computes profit and loss of a discre
more»

/usr/share/doc/libquantlib-1.0.0/examples/Examples/EquityOption/ReadMe.txt

Calculates equity option values with a number of methods

/usr/share/doc/libquantlib-1.0.0/examples/Examples/FRA/ReadMe.txt

Forward-rate agreement valuation example.

Browse inside quantlib-examples_1.0.1-1+b1_i386.deb

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