Replication Struct Reference

Digital option replication strategy. More...

#include <ql/cashflows/replication.hpp>

List of all members.

Public Types

enum  Type { Sub, Central, Super }

Related Functions

(Note that these are not member functions.)
std::ostream & operator<< (std::ostream &, Replication::Type)

Detailed Description

Digital option replication strategy.

Specification of replication strategies used to price the embedded digital option in a digital coupon.


Friends And Related Function Documentation

std::ostream & operator<< ( std::ostream &  ,
Replication::Type   
) [related]