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GAUSSIAN1DMODELS(1)	     General Commands Manual	     GAUSSIAN1DMODELS(1)

NAME
     Gaussian1dModels  -  Example of Gaussian Short Rate Model for Interest Rate
     Derivatives

SYNOPSIS
     Gaussian1dModels

DESCRIPTION
     Gaussian1dModels is an example of using QuantLib.

SEE ALSO
     The source code CDS.cpp, BermudanSwaption(1),  Bonds(1),  CallableBonds(1),
     ConvertibleBonds(1),   DiscreteHedging(1),   EquityOption(1),   FittedBond-
     Curve(1),	FRA(1),  MarketModels(1),  MulticurveBootstrapping(1),	Replica-
     tion(1),	 Repo(1),    the   QuantLib   documentation   and   website   at
     https://www.quantlib.org.

AUTHORS
     The QuantLib Group (see Contributors.txt).

     This manual page was added by Dirk Eddelbuettel <edd@debian.org>,	the  De-
     bian GNU/Linux maintainer for QuantLib.

QuantLib			  27 April 2016 	     GAUSSIAN1DMODELS(1)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=Gaussian1dModels&sektion=1&manpath=FreeBSD+Ports+15.1.quarterly>

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