analyticbarrierengine.hpp File Reference

Analytic barrier option engines. More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

Analytic barrier option engines.

Definition in file analyticbarrierengine.hpp.