Man page - replication(1)

Packages contains this manual

Package:  quantlib-examples
apt-get install quantlib-examples

Manual

REPLICATIION

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS

---

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), MulticurveBootstrapping (1), Repo (1), the QuantLib documentation and website at https://www.quantlib.org .

AUTHORS

The QuantLib Group (see Contributors.txt ).

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

---