Skip site navigation (1)Skip section navigation (2)

FreeBSD Manual Pages

  
 
  

home | help 
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

Want to link to this manual page? Use this URL:
<https://www.freebsd.org/cgi/man.cgi?query=Replication&sektion=1&manpath=FreeBSD+12.2-RELEASE+and+Ports>

home | help