Replication (1) Linux Manual Page
Replication – Example of using QuantLib SynopsisReplication DescriptionReplication 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), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FRA(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AuthorsThe QuantLib Group (see Authors.txt)….
