LatentModel(1)

NAME
LatentModel - Example of Modeling Correlated Defaults

SYNOPSIS
LatentModel

DESCRIPTION

LatentModel 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), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.

AUTHORS
The QuantLib Group (see Contributors.txt). This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.