analyticpartialtimebarrieroptionengine.hpp File Reference

Analytic engine for partial-time barrier options. More...

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

Go to the source code of this file.

Classes
class	AnalyticPartialTimeBarrierOptionEngine

Namespaces
namespace	QuantLib

Detailed Description

Analytic engine for partial-time barrier options.

Definition in file analyticpartialtimebarrieroptionengine.hpp.