QuantLib: C:/dev/QuantLib/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Analytic engine for barrier option on two assets. More...

#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>

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Classes
class	AnalyticTwoAssetBarrierEngine
	Analytic engine for barrier option on two assets. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for barrier option on two assets.

Definition in file analytictwoassetbarrierengine.hpp.