Query: replication
OS: centos
Section: 1
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
REPLICATIION(1) General Commands Manual REPLICATIION(1)NAMEReplication - Example of using QuantLibSYNOPSISReplicationDESCRIPTIONReplication 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 ALSOThe 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.AUTHORSThe 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)
Related Man Pages |
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callablebonds(1) - debian |
cds(1) - debian |
callablebonds(1) - centos |
cds(1) - hpux |
fra(1) - hpux |