Replication (1) - Linux Manuals
Replication: Example of using QuantLib
NAMEReplication - Example of using QuantLib
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.
AUTHORSThe QuantLib Group (see Authors.txt).
This manual page was added by Dirk Eddelbuettel <edd [at] debian.org>, the Debian GNU/Linux maintainer for QuantLib.