analyticbinarybarrierengine.hpp File Reference

analytic binary barrier (cash/asset or nothing plus in-the-money check) option engine More...

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

Go to the source code of this file.

Classes
class	AnalyticBinaryBarrierEngine
	Analytic pricing engine for American binary barriers options. More...

Namespaces
namespace	QuantLib

Detailed Description

analytic binary barrier (cash/asset or nothing plus in-the-money check) option engine

Definition in file analyticbinarybarrierengine.hpp.