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), convertiblebonds(1),
discretehedging(1),
equityoption(1),
fra(1),
Replication(1),
repo(1),
swapvaluation(1),
the QuantLib documentation and website at .
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.