
This folder includes examples on how to use QuantLib.

BermudanSwaption
----------------

This example prices a few Bermudan swaptions using different short-rate
models calibrated to market swaptions.


Bonds
-----

This example shows how to set up a term structure and then price some
simple bonds. The last part is dedicated to peripheral computations
such as "Yield to Price" or "Price to Yield"


CallableBonds
-------------

This example prices a number of callable bonds and compares the
results to known good data.


CDS
---

This example bootstraps a default-probability curve over a number of
CDS and reprices them.


ConvertibleBonds
----------------

This example evaluates convertible bond values.


DiscreteHedging
---------------

This is an example on using QuantLib Montecarlo framework.

It computes profit and loss of a discrete interval hedging strategy and compares
with the results of Derman & Kamal's (Goldman Sachs Equity Derivatives Research)
Research Note: "When You Cannot Hedge Continuously: The Corrections to
Black-Scholes"
http://www.ederman.com/emanuelderman/GSQSpapers/when_you_cannot_hedge.pdf


EquityOption
------------

This example calculates equity option values with a number of methods.


FRA
---

Forward-rate agreement valuation example.


FittedBondCurve
---------------

This example fits a discount curve over a set of bonds with a number
of methods.


GlobalOptimizer
---------------

Examples showing how to use the global optimizers in QuantLib.


MulticurveBootstrapping
-----------------------

This example shows how to set up a term structure and then price a simple swap.


Replication
-----------

This example uses the CompositeInstrument class to build a static
replication of a down-and-out barrier option.


Repo
----

Fixed-coupon bond repo valuation example.

