BASKETLOSSES(1)

✨ BASKETLOSSES(1) — General Commands Manual 💖

Okay bestie, let's talk about BASKETLOSSES 🦋 it's a QuantLib-powered program, and the whole thing is about modeling losses across correlated assets. Main character energy, fr fr 💅

🎀 NAME

• BasketLosses — an example of modeling losses across correlated assets 🌸

🧚 SYNOPSIS

BasketLosses

💜 DESCRIPTION

Okay so BasketLosses is literally an example of using QuantLib ✨ It's the vibe check for how you'd actually use the library, so if you're learning, this is your starter pack 🫶

🌈 SEE ALSO

Go check out these bestie-approved references 🍓

• 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 https://www.quantlib.org 🔥

👑 AUTHORS

The QuantLib Group, iykyk, see Contributors.txt for the full squad 💖

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib. Iconic behavior from the Debian crew 🫶

Okay that's the tea, bestie 💅 Manual page from QuantLib, 27 April 2016 🌸 Stay iconic and keep that code slaying ✨