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Sourcecode: quantlib version File versions  Download package

replication.hpp File Reference


Detailed Description

Sub, Central, or Super replication.

Definition in file replication.hpp.

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

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Namespaces

namespace  QuantLib

Classes

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


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