suowangdoublebarrierengine.hpp File Reference

Wulin Suo, Yong Wang double-barrier option engine. More...

#include <ql/instruments/doublebarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Go to the source code of this file.

Classes
class	SuoWangDoubleBarrierEngine
	Pricing engine for barrier options using analytical formulae. More...

Namespaces
namespace	QuantLib

Detailed Description

Wulin Suo, Yong Wang double-barrier option engine.

Definition in file suowangdoublebarrierengine.hpp.