Updated Readme

Added Basket losses, CVAIRS, Gaussian1dModels, Latent Models, and Market Models in the example Readme file.

Examples/README.txt

@@ -1,6 +1,13 @@
 
 This folder includes examples on how to use QuantLib.
 
+Basket Losses
+-------------
+
+This example uses a default basket losses portfolio construction to mitigate risk 
+with additional models such as binomial model, Inhomogeneous model, and Random model.
+
+
 BermudanSwaption
 ----------------
 
@@ -30,6 +37,14 @@ This example bootstraps a default-probability curve over a number of
 CDS and reprices them.
 
 
+CVAIRS
+------
+
+This example reproduces Table 2 on page 11 of 
+A Formula for Interest Rate Swaps Valuation under
+Counterparty Risk in presence of Netting Agreements.
+
+
 ConvertibleBonds
 ----------------
 
@@ -67,12 +82,32 @@ This example fits a discount curve over a set of bonds with a number
 of methods.
 
 
+Gaussian1dModels
+----------------
+
+This example calibrates models using Gaussian short rate (GSR) and
+Markov Functional Model.
+
+
 GlobalOptimizer
 ---------------
 
 Examples showing how to use the global optimizers in QuantLib.
 
 
+Latent Model
+------------
+
+This sample code shows basic usage of a Latent variable model.
+
+
+Market Models
+-------------
+
+This example explores various market models' delta and vega computes. 
+Additional features include lower, upper bound, and standard error.
+
+
 MulticurveBootstrapping
 -----------------------