Replication Struct Reference
Digital option replication strategy. More...
#include <ql/cashflows/replication.hpp>
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] |