Replication Struct Reference

Digital option replication strategy. More...

#include <ql/cashflows/replication.hpp>

Public Types
enum	Type { Sub , Central , Super }

Related Symbols
(Note that these are not member symbols.)
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.