1REPLICATIION(1)             General Commands Manual            REPLICATIION(1)
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NAME

6       Replication - Example of using QuantLib
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SYNOPSIS

9       Replication
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DESCRIPTION

12       Replication  is  an  example  of using the QuantLib derivative modeling
13       framework.
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15       Replication uses the CompositeInstrument class to statically  replicate
16       a down-and-out barrier options.
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SEE ALSO

19       The  source  code  Replication.cpp,  BermudanSwaption(1),  Convertible‐
20       Bonds(1), DiscreteHedging(1), EquityOption(1), FRA(1),  Replication(1),
21       Repo(1),  SwapValuation(1),  the  QuantLib documentation and website at
22       http://quantlib.org.
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AUTHORS

26       The QuantLib Group (see Authors.txt).
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28       This manual page was added by Dirk Eddelbuettel  <edd@debian.org>,  the
29       Debian GNU/Linux maintainer for QuantLib.
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33QuantLib                          07 Jul 2006                  REPLICATIION(1)