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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2008 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file perturbativebarrieroptionengine.hpp
    \brief perturbative barrier-option engine

#ifndef quantlib_perturbative_barrier_option_engine_hpp
#define quantlib_perturbative_barrier_option_engine_hpp

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

namespace QuantLib {

    //! perturbative barrier-option engine
    /*! This engine implements the approach described in

        \ingroup barrierengines
00038     class PerturbativeBarrierOptionEngine : public BarrierOption::engine  {
                     const boost::shared_ptr<GeneralizedBlackScholesProcess>&,
                     Natural order = 1,
                     bool zeroGamma = false);
        void calculate() const;
        boost::shared_ptr<GeneralizedBlackScholesProcess> process_;
        Natural order_;
        bool zeroGamma_;



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