Replication Struct Reference
#include <ql/cashflows/replication.hpp>
Detailed Description
Digital option replication strategy.Specification of replication strategies used to price the embedded digital option in a digital coupon.
Public Types | |
enum | Type { Sub, Central, Super } |
Related Functions | |
(Note that these are not member functions.) | |
std::ostream & | operator<< (std::ostream &, Replication::Type) |
Friends And Related Function Documentation
std::ostream & operator<< | ( | std::ostream & | , | |
Replication::Type | ||||
) | [related] |