QuantLib_Replication man page

Replication — Digital option replication strategy.  

Synopsis

#include <ql/cashflows/replication.hpp>

Public Types

enum Type { Sub, Central, Super }

Detailed Description

Digital option replication strategy.

Specification of replication strategies used to price the embedded digital option in a digital coupon.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Wed Aug 2 2017 Version 1.10 QuantLib