centos man page for discretehedging

DISCRETEHEDGING(1)					      General Commands Manual						DISCRETEHEDGING(1)

NAME
       DiscreteHedging - Example of using QuantLib

SYNOPSIS
       DiscreteHedging

DESCRIPTION
       DiscreteHedging is an example of using the QuantLib Monte Carlo simulation framework.

       By  simulation,	DiscreteHedging  computes  profit  and loss of a discrete interval hedging strategy and compares with the outcome with the
       results of Derman and Kamal's Goldman Sachs Equity Derivatives Research Note "When You Cannot Hedge Continuously: The Corrections to Black-
       Scholes".

SEE ALSO
       The source code DiscreteHedging.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org, http://www.gs.com/qs/doc/when_you_cannot_hedge.pdf

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							 20 September 2001						DISCRETEHEDGING(1)