1REPLICATIION(1) General Commands Manual REPLICATIION(1)
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6 Replication - Example of using QuantLib
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9 Replication
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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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19 The source code Replication.cpp, BermudanSwaption(1), Convertibleā
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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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)