Replication - Example of using QuantLib

       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)

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.

       Replication - Example of using QuantLib

       The    source    code   Replication.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   CDS(1),
       ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1),  FittedBondCurve(1),  FRA(1),  MarketModels(1),
       MulticurveBootstrapping(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org.

Replication