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.