Instruments.HTML_1.gif

functions to construct and use Instrument objects.

The first step is to load the QuantLib package.

Needs["QuantLib`"]

Within the Instruments part there are no constructors but several functions available

In[842]:=

Select[Category[Instruments],QLConstructor[#]&]

Out[842]=

Instruments.HTML_2.gif

In[843]:=

Select[Category[Instruments],QLMember[#]&]

Out[843]=

Instruments.HTML_3.gif

InstrumentNPV

InstrumentNPV[obj]

InstrumentResults

Instruments.HTML_4.gif

Instruments.HTML_5.gif

InstrumentResults[obj,ResultType]

InstrumentErrorEstimate

InstrumentErrorEstimate[obj]

InstrumentIsExpired

InstrumentIsExpired[obj]

InstrumentSetPricingEngine

Instruments.HTML_6.gif

Instruments.HTML_7.gif

InstrumentSetPricingEngine[obj,PricingEngine]

Spikey Created with Wolfram Mathematica 7.0