NAME

       Replication - Example of using QuantLib

SYNOPSIS

       Replication

DESCRIPTION

       Replication is an example of using the QuantLib derivative modeling framework.

       Replication uses the CompositeInstrument class to statically replicate a down-and-out barrier options.

SEE ALSO

       The    source    code   Replication.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   CDS(1),
       ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1),  FittedBondCurve(1),  FRA(1),  MarketModels(1),
       MulticurveBootstrapping(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.

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.