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AnalyticBarrierEngine Class Reference#include <ql/PricingEngines/Barrier/analyticbarrierengine.hpp>
Inheritance diagram for AnalyticBarrierEngine: ![]() Detailed DescriptionPricing engine for barrier options using analytical formulae.The formulas are taken from "Option pricing formulas", E.G. Haug, McGraw-Hill, p.69 and following.
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