Quantlib-Examples

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