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analyticbarrierengine.hpp File Reference


Detailed Description

Analytic barrier option engines.

Definition in file analyticbarrierengine.hpp.

#include <ql/Instruments/barrieroption.hpp>
#include <ql/Math/normaldistribution.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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