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Replication
Langue: en
Version: 07 Jul 2006 (ubuntu - 24/10/10)
Section: 1 (Commandes utilisateur)
NAME
Replication - Example of using QuantLibSYNOPSIS
ReplicationDESCRIPTION
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), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.AUTHORS
The QuantLib Group (see Authors.txt).This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.
Contenus ©2006-2024 Benjamin Poulain
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