Provided by: quantlib-examples_1.33-1_amd64 bug

NAME

       MarketModel - Example of Interst Rate Derivative Pricing

SYNOPSIS

       MarketModel

DESCRIPTION

       MarketModel is an example of using QuantLib.

SEE ALSO

       The   source   code   CDS.cpp,   BermudanSwaption(1),  Bonds(1),  CallableBonds(1),  ConvertibleBonds(1),
       DiscreteHedging(1),       EquityOption(1),       FittedBondCurve(1),       FRA(1),       MarketModels(1),
       MulticurveBootstrapping(1),   Replication(1),   Repo(1),   the  QuantLib  documentation  and  website  at
       https://www.quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the  Debian  GNU/Linux  maintainer  for
       QuantLib.

QuantLib                                          27 April 2016                                   MARKETMODEL(1)