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replication

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), Equity-
       Option(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.

QuantLib							    07 Jul 2006 						   REPLICATIION(1)