Quantlib-Examples

• BasketLosses(1) BasketLosses - Example of Modeling Losses Across Correlated Assets
• BermudanSwaption(1) BermudanSwaption - Example of using QuantLib
• Bonds(1) Bonds - Example of bond pricing
• CallableBonds(1) CallableBonds - Example of callable-bond pricing
• CDS(1) CDS - Example of Credit-Default Swap pricing
• ConvertibleBonds(1) ConvertibleBonds - Example of using QuantLib to value convertible bonds
• CVAIRS(1) CVAIRS - Example of Credit Value Adjustment for Interest Rate Swap
• DiscreteHedging(1) DiscreteHedging - Example of using QuantLib
• EquityOption(1) EquityOption - Example of using QuantLib to value equity options
• FittedBondCurve(1) FittedBondCurve - Example of using QuantLib to fit discount curves
• FRA(1) FRA - Example of using QuantLib
• Gaussian1dModels(1) Gaussian1dModels - Example of Gaussian Short Rate Model for Interest Rate Derivatives
• GlobalOptimizer(1) GlobalOptimizer - Example of Global Optimization Using Different Methods
• LatentModel(1) LatentModel - Example of Modeling Correlated Defaults
• MarketModels(1) MarketModel - Example of Interst Rate Derivative Pricing
• MulticurveBootstrapping(1) MulticurveBootstrapping - Example of using QuantLib
• MultidimIntegral(1) MultidimIntegral - Example of Multi-dimensional Numerical Integration
• Replication(1) Replication - Example of using QuantLib
• Repo(1) Repo - Example of using QuantLib