QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
replication.hpp File Reference

Sub, Central, or Super replication. More...

#include <ql/types.hpp>
#include <iosfwd>

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Classes

struct  Replication
 Digital option replication strategy. More...
 
class  DigitalReplication
 

Namespaces

namespace  QuantLib
 

Detailed Description

Sub, Central, or Super replication.

Definition in file replication.hpp.