Provided by: quantlib-examples_1.4-2_amd64
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), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
AUTHORS
The QuantLib Group (see Authors.txt). This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.