LatentModel(1)

📦
version 1.43 · 2 versions
  • 1.43 · debian bookworm, debian trixie, fedora 43, fedora 44, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking (latest)
  • 1.25 · ubuntu jammy
, in debian bookworm, debian trixie, fedora 43, fedora 44, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking

✨ LatentModel(1) — General Commands Manual ✨

Okay bestie, let's talk about LatentModel 💖 It's literally an example of modeling correlated defaults, and it's giving QuantLib energy 🦋 No cap, the whole thing is a demo of using QuantLib, so it's a great way to see the library in action 💅

🌸 NAME 🌸

LatentModel — Example of Modeling Correlated Defaults ✨

🧚 SYNOPSIS 🧚

LatentModel

Literally just type LatentModel and go. That's the whole synopsis, iykyk 💀

💜 DESCRIPTION 💜

So LatentModel is an example of using QuantLib 🎀 That's it, that's the description. Simple, iconic, no notes 💅

🔥 SEE ALSO 🔥

Okay so if you want more, the source code is CDS.cpp 📜 and there's a whole squad of related manpages: BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), and Repo(1) 🦋 Plus the QuantLib documentation and website at https://www.quantlib.org 🌈 Bestie, the lineup is unmatched ✨

👑 AUTHORS 👑

The QuantLib Group is the main crew behind it all, and you can find the full list in Contributors.txt 🫶

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib 🍓 Such a legend, honestly 😭

Stay iconic, bestie, this manual page was sourced from QuantLib (27 April 2016) 🌈💜

📦 where this page comes from