ql/pricingengines/barrier/analyticbarrierengine.hpp File Reference


Detailed Description

Analytic barrier option engines.

#include <ql/instruments/barrieroption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Include dependency graph for analyticbarrierengine.hpp:


Namespaces

namespace  QuantLib

Classes

class  AnalyticBarrierEngine
 Pricing engine for barrier options using analytical formulae. More...