QuantLib_Replication

Langue: en

Autres versions - même langue

Version: 379190 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Replication -

Digital option replication strategy.

SYNOPSIS


#include <ql/cashflows/replication.hpp>

Public Types


enum Type { Sub, Central, Super }

(Note that these are not member functions.)
std::ostream & operator<< (std::ostream &, Replication::Type)

Detailed Description

Digital option replication strategy.

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

std::ostream & operator<< (std::ostream &, Replication::Type) [related]

Author

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