analyticdoublebarrierbinaryengine.hpp File Reference

analytic binary double barrier (one-touch double barrier) option engine More...

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

Go to the source code of this file.

Classes
class	AnalyticDoubleBarrierBinaryEngine
	Analytic pricing engine for double barrier binary options. More...

Namespaces
namespace	QuantLib

Detailed Description

analytic binary double barrier (one-touch double barrier) option engine

Definition in file analyticdoublebarrierbinaryengine.hpp.