ql/pricingengines/barrier/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>
Include dependency graph for analyticbarrierengine.hpp:

Classes

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

Detailed Description

Analytic barrier option engines.