1REPLICATIION(1)             General Commands Manual            REPLICATIION(1)
2
3
4

NAME

6       Replication - Example of using QuantLib
7

SYNOPSIS

9       Replication
10

DESCRIPTION

12       Replication  is  an  example  of using the QuantLib derivative modeling
13       framework.
14
15       Replication uses the CompositeInstrument class to statically  replicate
16       a down-and-out barrier options.
17

SEE ALSO

19       The   source   code   Replication.cpp,  BermudanSwaption(1),  Bonds(1),
20       CallableBonds(1),  CDS(1),   ConvertibleBonds(1),   DiscreteHedging(1),
21       EquityOption(1),  FittedBondCurve(1), FRA(1), MarketModels(1), Repo(1),
22       SwapValuation(1),   the   QuantLib   documentation   and   website   at
23       http://quantlib.org.
24
25

AUTHORS

27       The QuantLib Group (see Authors.txt).
28
29       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
30       Debian GNU/Linux maintainer for QuantLib.
31
32
33
34QuantLib                          07 Jul 2006                  REPLICATIION(1)