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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