QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Digital option replication strategy. More...
#include <replication.hpp>
Public Types | |
enum | Type { Sub , Central , Super } |
Related Functions | |
(Note that these are not member functions.) | |
std::ostream & | operator<< (std::ostream &, Replication::Type) |
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.
enum Type |
Enumerator | |
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Sub | |
Central | |
Super |
Definition at line 37 of file replication.hpp.
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related |
Definition at line 26 of file replication.cpp.