31 return out <<
"Central";
33 return out <<
"Super";
40 : gap_(gap), replicationType_(
t) {}
DigitalReplication(Replication::Type t=Replication::Central, Real gap=1e-4)
Classes and functions for error handling.
#define QL_FAIL(message)
throw an error (possibly with file and line information)
QL_INTEGER Integer
integer number
std::ostream & operator<<(std::ostream &out, GFunctionFactory::YieldCurveModel type)
ext::shared_ptr< YieldTermStructure > r
Sub, Central, or Super replication.