1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Replication Struct Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="struct_quant_lib_1_1_replication.html">Replication</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="#related">Related Functions</a> </div>
<div class="headertitle">
<div class="title">Replication Struct Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::Replication" -->
<p>Digital option replication strategy.
<a href="struct_quant_lib_1_1_replication.html#details">More...</a></p>
<p><code>#include <ql/cashflows/replication.hpp></code></p>
<p><a href="struct_quant_lib_1_1_replication-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>Sub</b>,
<b>Central</b>,
<b>Super</b>
}</td></tr>
<tr><td colspan="2"><h2><a name="related"></a>
Related Functions</h2></td></tr>
<tr><td class="ititle" colspan="2"><p>(Note that these are not member functions.) </p>
</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_replication.html#a5fc01e44efe48314e6f91e7dc20e075d">operator<<</a> (std::ostream &, Replication::Type)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Digital option replication strategy. </p>
<p>Specification of replication strategies used to price the embedded digital option in a digital coupon. </p>
</div><hr/><h2>Friends And Related Function Documentation</h2>
<a class="anchor" id="a5fc01e44efe48314e6f91e7dc20e075d"></a><!-- doxytag: member="QuantLib::Replication::operator<<" ref="a5fc01e44efe48314e6f91e7dc20e075d" args="(std::ostream &, Replication::Type)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">std::ostream & operator<< </td>
<td>(</td>
<td class="paramtype">std::ostream & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Replication::Type </td>
<td class="paramname"> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [related]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
</div>
</div>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|