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.
