Replication (1) - Linux Manuals

Replication: Example of using QuantLib

Command to display Replication manual in Linux: $ man 1 Replication

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.

AUTHORS

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <edd [at] debian.org>, the Debian GNU/Linux maintainer for QuantLib.

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 http://quantlib.org.