[Rquantlib-commits] r181 - papers/rinfinance2010

[noreply at r-forge.r-project.org]

Author: knguyen
Date: 2010-03-03 15:32:05 +0100 (Wed, 03 Mar 2010)
New Revision: 181

Modified:
   papers/rinfinance2010/rquantlib_slides.tex
Log:
update slide

Modified: papers/rinfinance2010/rquantlib_slides.tex
===================================================================
--- papers/rinfinance2010/rquantlib_slides.tex	2010-03-01 10:39:51 UTC (rev 180)
+++ papers/rinfinance2010/rquantlib_slides.tex	2010-03-03 14:32:05 UTC (rev 181)
@@ -94,6 +94,8 @@
 	\framesubtitle{Quick overview}
 	\begin{itemize}
 		\item Fixed Income functions are added during the summer of 2009 as part of the Google Summer of 	Code program. \pause
+		\item RQuantLib is the only package with fixed income pricing functions. The other fixed income packages (termstrc, YieldCurve, fBonds) focus mostly on modelling term structure.
+		\pause
 		\item The functions aim to support two primary tasks: pricing and curve fitting. 		
 	\end{itemize}
 \end{frame}