added man/MarketModels.1, updated man/Makefile.am, updated See Also f…

…or other man/*1.
yeatech · Jan 13, 2010 · 4ac8a86 · 4ac8a86
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diff --git a/man/BermudanSwaption.1 b/man/BermudanSwaption.1
@@ -19,10 +19,15 @@ at-the-money, out-of-the-money and in-the-money volatilities.
 .SH SEE ALSO
 The source code
 .IR BermudanSwaption.cpp ,
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 .BR SwapValuation (1),

diff --git a/man/Bonds.1 b/man/Bonds.1
@@ -17,6 +17,18 @@ such as yield-to-price or price-to-yield.
 .SH SEE ALSO
 The source code
 .IR Bonds.cpp ,
+.BR BermudanSwaption (1),
+.BR CallableBonds (1),
+.BR CDS (1),
+.BR ConvertibleBonds (1),
+.BR DiscreteHedging (1),
+.BR EquityOption (1),
+.BR FittedBondCurve (1),
+.BR FRA (1),
+.BR MarketModels (1),
+.BR Replication (1),
+.BR Repo (1),
+.BR SwapValuation (1),
 the QuantLib documentation and website at
 .IR http://quantlib.org .
 

diff --git a/man/CDS.1 b/man/CDS.1
@@ -17,8 +17,16 @@ CDS and reprices them.
 The source code
 .IR CDS.cpp ,
 .BR BermudanSwaption (1),
-.BR EquityOption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
+.BR EquityOption (1),
+.BR FittedBondCurve (1),
+.BR FRA (1),
+.BR MarketModels (1),
+.BR Replication (1),
+.BR Repo (1),
 .BR SwapValuation (1),
 the QuantLib documentation and website at
 .IR http://quantlib.org .

diff --git a/man/CallableBonds.1 b/man/CallableBonds.1
@@ -17,8 +17,16 @@ results to known good data.
 The source code
 .IR CallableBonds.cpp ,
 .BR BermudanSwaption (1),
-.BR EquityOption (1),
+.BR Bonds (1),
+.BR CDS (1),
+.BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
+.BR EquityOption (1),
+.BR FittedBondCurve (1),
+.BR FRA (1),
+.BR MarketModels (1),
+.BR Replication (1),
+.BR Repo (1),
 .BR SwapValuation (1),
 the QuantLib documentation and website at
 .IR http://quantlib.org .

diff --git a/man/ConvertibleBonds.1 b/man/ConvertibleBonds.1
@@ -22,9 +22,14 @@ equiprobabilities, Trigeorgis, Tian and Leisen-Reimer.
 The source code
 .IR ConvertibleBonds.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 .BR SwapValuation (1),

diff --git a/man/DiscreteHedging.1 b/man/DiscreteHedging.1
@@ -20,9 +20,14 @@ Hedge Continuously: The Corrections to Black-Scholes".
 The source code
 .IR DiscreteHedging.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 .BR SwapValuation (1),

diff --git a/man/EquityOption.1 b/man/EquityOption.1
@@ -25,9 +25,14 @@ Sobol-sequence Monte Carlo (european-only).
 The source code
 .IR EquityOption.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 .BR SwapValuation (1),

diff --git a/man/FRA.1 b/man/FRA.1
@@ -19,9 +19,14 @@ forward-rate agreement.
 The source code
 .IR FRA.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 .BR SwapValuation (1),

diff --git a/man/FittedBondCurve.1 b/man/FittedBondCurve.1
@@ -22,8 +22,16 @@ after small price shifts.
 The source code
 .IR FittedBondCurve.cpp ,
 .BR BermudanSwaption (1),
-.BR EquityOption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
+.BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
+.BR EquityOption (1),
+.BR FRA (1),
+.BR MarketModels (1),
+.BR Replication (1),
+.BR Repo (1),
 .BR SwapValuation (1),
 the QuantLib documentation and website at
 .IR http://quantlib.org .

diff --git a/man/Makefile.am b/man/Makefile.am
@@ -15,6 +15,7 @@ dist_man_MANS += BermudanSwaption.1 \
                  EquityOption.1 \
                  FittedBondCurve.1 \
                  FRA.1 \
+                 MarketModels.1 \
                  SwapValuation.1 \
                  Replication.1 \
                  Repo.1
@@ -30,6 +31,7 @@ EXTRA_DIST += BermudanSwaption.1 \
               EquityOption.1 \
               FittedBondCurve.1 \
               FRA.1 \
+              MarketModels.1 \
               SwapValuation.1 \
               Replication.1 \
               Repo.1

diff --git a/man/MarketModels.1 b/man/MarketModels.1
@@ -0,0 +1,39 @@
+.\" Man page contributed by Dirk Eddelbuettel <[email protected]>
+.\" and released under the Quantlib license
+.TH MarketModels 1 "13 January 2010" QuantLib
+.SH NAME
+MarketModels - Example of Monte Carlo pricing of Inverse Floaters
+.SH SYNOPSIS
+.B MarketModels
+.SH DESCRIPTION
+.PP
+.B MarketModels
+is an example of using \fIQuantLib\fP.
+
+It solves a series of inverse floating rate market models using simulation.
+
+.SH SEE ALSO
+The source code
+.IR MarketModels.cpp ,
+.BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
+.BR ConvertibleBonds (1),
+.BR DiscreteHedging (1),
+.BR EquityOption (1),
+.BR FittedBondCurve (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 .
diff --git a/man/Replication.1 b/man/Replication.1
@@ -17,11 +17,15 @@ barrier options.
 The source code
 .IR Replication.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
-.BR Replication (1),
+.BR MarketModels (1),
 .BR Repo (1),
 .BR SwapValuation (1),
 the QuantLib documentation and website at

diff --git a/man/Repo.1 b/man/Repo.1
@@ -22,10 +22,15 @@ YieldTermStructure.
 The source code
 .IR Repo.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR SwapValuation (1),
 the QuantLib documentation and website at

diff --git a/man/SwapValuation.1 b/man/SwapValuation.1
@@ -16,10 +16,15 @@ its fair fixed rate and floating spread.
 The source code
 .IR swapvaluation.cpp ,
 .BR BermudanSwaption (1),
+.BR Bonds (1),
+.BR CallableBonds (1),
+.BR CDS (1),
 .BR ConvertibleBonds (1),
 .BR DiscreteHedging (1),
 .BR EquityOption (1),
+.BR FittedBondCurve (1),
 .BR FRA (1),
+.BR MarketModels (1),
 .BR Replication (1),
 .BR Repo (1),
 the QuantLib documentation and website at