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added manual pages for FRA, Repo and Replication; updated man pages c…
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Dirk Eddelbuettel
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.\" 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. | ||
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||
.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 . | ||
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||
.SH AUTHORS | ||
The QuantLib Group (see | ||
.IR Authors.txt ). | ||
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||
This manual page was added by Dirk Eddelbuettel | ||
<[email protected]>, the Debian GNU/Linux maintainer for | ||
.BR QuantLib . |
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.\" 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. | ||
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||
.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 . | ||
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||
.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 . |
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.\" 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. | ||
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||
.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. | ||
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.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 . |
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