QuantLib_Replication (3) Linux Manual Page
QuantLib::Replication – Digital option replication strategy.
Synopsis
#include <ql/cashflows/replication.hpp>
Public Types
enum Type { Sub, Central, Super }
Related Functions
(Note that these are not member functions.)
std::ostream & operator<< (std::ostream &, Replication::Type)
Detailed Description
Digital option replication strategy.
Specification of replication strategies used to price the embedded digital option in a digital coupon.
Friends And Related Function Documentation
std::ostream & operator<< (std::ostream &, Replication::Type) [related]
Author
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