| REPLICATIION(1) | General Commands Manual | REPLICATIION(1) |
Replication - Example of using QuantLib
Replication
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.
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 http://quantlib.org.
The QuantLib Group (see Contributors.txt).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
| 07 Jul 2006 | QuantLib |