Barrier option engines
[Pricing engines]


Classes

class  PerturbativeBarrierOptionEngine
 perturbative barrier-option engine More...
class  FdBlackScholesBarrierEngine
 Finite-Differences Black Scholes barrier option engine. More...
class  FdBlackScholesRebateEngine
 Finite-Differences Black Scholes barrier option rebate helper engine. More...
class  FdHestonBarrierEngine
 Finite-Differences Heston Barrier Option engine. More...
class  FdHestonRebateEngine
 Finite-Differences Heston Barrier Option rebate helper engine. More...
class  AnalyticBarrierEngine
 Pricing engine for barrier options using analytical formulae. More...
class  MCBarrierEngine
 Pricing engine for barrier options using Monte Carlo simulation. More...

Detailed Description