Digital option replication strategy. More...
#include <ql/cashflows/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<<()
|
related |
Definition at line 26 of file replication.cpp.