QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Related Functions | List of all members
Replication Struct Reference

Digital option replication strategy. More...

#include <replication.hpp>

+ Collaboration diagram for Replication:

Public Types

enum  Type { Sub , Central , Super }
 

Related Functions

(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.

Definition at line 36 of file replication.hpp.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
Sub 
Central 
Super 

Definition at line 37 of file replication.hpp.

Friends And Related Function Documentation

◆ operator<<()

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

Definition at line 26 of file replication.cpp.