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... |