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REPLICATIION(1) General Commands Manual REPLICATIION(1) NAME Replication - Example of using QuantLib SYNOPSIS Replication DESCRIPTION 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. SEE ALSO The source code Replication.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), Eq- uityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Multicurve- Bootstrapping(1), Repo(1), the QuantLib documentation and website at http://quantlib.org. AUTHORS The QuantLib Group (see Contributors.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)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS
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