
This is an example on using QuantLib Montecarlo framework.

It computes profit and loss of a discrete interval hedging strategy and compares
with the results of Derman & Kamal's (Goldman Sachs Equity Derivatives Research)
Research Note: "When You Cannot Hedge Continuously: The Corrections to
Black-Scholes" (http://www.gs.com/qs/doc/when_you_cannot_hedge.pdf)
