Provided by: quantlib-examples_1.17-2build1_amd64 bug

NAME
       DiscreteHedging - Example of using QuantLib


SYNOPSIS
       DiscreteHedging


DESCRIPTION
       DiscreteHedging is an example of using the QuantLib Monte Carlo simulation framework.

       By  simulation,  DiscreteHedging  computes  profit  and  loss of a discrete interval hedging strategy and
       compares with the outcome with the results  of  Derman  and  Kamal's  Goldman  Sachs  Equity  Derivatives
       Research Note "When You Cannot Hedge Continuously: The Corrections to Black-Scholes".


SEE ALSO
       The   source   code   DiscreteHedging.cpp,   BermudanSwaption(1),   Bonds(1),  CallableBonds(1),  CDS(1),
       ConvertibleBonds(1),      EquityOption(1),       FittedBondCurve(1),       FRA(1),       MarketModels(1),
       MulticurveBootstrapping(1),   Replication(1),   Repo(1),   the  QuantLib  documentation  and  website  at
       http://quantlib.org, http://www.gs.com/qs/doc/when_you_cannot_hedge.pdf


AUTHORS
       The QuantLib Group (see Contributors.txt).

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