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Replication - Example of using QuantLib

REPLICATIION(1) General Commands Manual REPLICATIION(1)

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), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.
 

AUTHORS

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