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.