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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH REPLICATIION 1 "07 Jul 2006" QuantLib
.SH NAME
Replication - Example of using QuantLib
.SH SYNOPSIS
.B Replication
.SH DESCRIPTION
.PP
.B Replication
is an example of using the \fIQuantLib\fP derivative modeling framework.
.B Replication
uses the CompositeInstrument class to statically replicate a down-and-out
barrier options.
.SH SEE ALSO
The source code
.IR Replication.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).
This manual page was added by Dirk Eddelbuettel
<edd@debian.org>, the Debian GNU/Linux maintainer for
.BR QuantLib .
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