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added manual pages for FRA, Repo and Replication; updated man pages c…
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Dirk Eddelbuettel committed Jul 28, 2006

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3 changes: 3 additions & 0 deletions man/BermudanSwaption.1
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@@ -22,6 +22,9 @@ The source code
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .
5 changes: 4 additions & 1 deletion man/ConvertibleBonds.1
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@@ -22,8 +22,11 @@ equiprobabilities, Trigeorgis, Tian and Leisen-Reimer.
The source code
.IR ConvertibleBonds.cpp ,
.BR BermudanSwaption (1),
.BR EquityOption (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .
3 changes: 3 additions & 0 deletions man/DiscreteHedging.1
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@@ -22,6 +22,9 @@ The source code
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org ,
3 changes: 3 additions & 0 deletions man/EquityOption.1
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@@ -27,6 +27,9 @@ The source code
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .
37 changes: 37 additions & 0 deletions man/FRA.1
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@@ -0,0 +1,37 @@
.\" Man page contributed by Dirk Eddelbuettel <[email protected]>
.\" and released under the Quantlib license
.TH FRA 1 "07 Jul 2006" QuantLib
.SH NAME
FRA - Example of using QuantLib
.SH SYNOPSIS
.B FRA
.SH DESCRIPTION
.PP
.B FRA
is an example of using the \fIQuantLib\fP interest-rate model framework.

.B FRA
values a forward-rate agreement (FRA) at different forward dates under two
yield curve assumptions. It thereby illustrates how
set up a term structure, and to use it to price a simple
forward-rate agreement.
.SH SEE ALSO
The source code
.IR FRA.cpp ,
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).

This manual page was added by Dirk Eddelbuettel
<[email protected]>, the Debian GNU/Linux maintainer for
.BR QuantLib .
10 changes: 8 additions & 2 deletions man/Makefile.am
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@@ -7,7 +7,10 @@ dist_man_MANS = quantlib-config.1 \
ConvertibleBonds.1 \
DiscreteHedging.1 \
EquityOption.1 \
SwapValuation.1
FRA.1 \
SwapValuation.1 \
Replication.1 \
Repo.1 \

else

@@ -17,7 +20,10 @@ EXTRA_DIST = BermudanSwaption.1 \
ConvertibleBonds.1 \
DiscreteHedging.1 \
EquityOption.1 \
SwapValuation.1
FRA.1 \
SwapValuation.1 \
Replication.1 \
Repo.1

endif

36 changes: 36 additions & 0 deletions man/Replication.1
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@@ -0,0 +1,36 @@
.\" Man page contributed by Dirk Eddelbuettel <[email protected]>
.\" and released under the Quantlib license
.TH REPLICATIION 1 "07 Jul 2006" QuantLib
.SH NAME
Replication - Example of using QuantLib
.SH SYNOPSIS
.B Replication
.SH DESCRIPTION
.PP
.B Replication
is an example of using the \fIQuantLib\fP derivative modeling framework.

.B Replication
uses the CompositeInstrument class to statically replicate a down-and-out
barrier options.
.SH SEE ALSO
The source code
.IR Replication.cpp ,
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).

This manual page was added by Dirk Eddelbuettel
<[email protected]>, the Debian GNU/Linux maintainer for
.BR QuantLib .
40 changes: 40 additions & 0 deletions man/Repo.1
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@@ -0,0 +1,40 @@
.\" Man page contributed by Dirk Eddelbuettel <[email protected]>
.\" and released under the Quantlib license
.TH REPO 1 "07 Jul 2006" QuantLib
.SH NAME
Repo - Example of using QuantLib
.SH SYNOPSIS
.B Repo
.SH DESCRIPTION
.PP
.B Repo
is an example of using the \fIQuantLib\fP interest-rate model framework.

.B Repo
values a fixed-coupon bond repurchase (repo). The repurchase agreement
example is set up to use the repo rate to do all discounting
(including the underlying bond income). Forward delivery price is
also obtained using this repo rate. All this is done by supplying
the FixedCouponBondForward constructor with a flat repo
YieldTermStructure.

.SH SEE ALSO
The source code
.IR Repo.cpp ,
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR SwapValuation (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).

This manual page was added by Dirk Eddelbuettel
<[email protected]>, the Debian GNU/Linux maintainer for
.BR QuantLib .
3 changes: 3 additions & 0 deletions man/SwapValuation.1
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@@ -19,6 +19,9 @@ The source code
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

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