QuantLib_BarrierOption_engine (3) - Linux Manuals

QuantLib_BarrierOption_engine: Barrier-option engine base class

NAME

QuantLib::BarrierOption::engine - Barrier-option engine base class

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>

Inherits GenericEngine< BarrierOption::arguments, BarrierOption::results >.

Inherited by AnalyticBarrierEngine, MCBarrierEngine< RNG, S >, and PerturbativeBarrierOptionEngine.

Protected Member Functions


bool triggered (Real underlying) const

Detailed Description

Barrier-option engine base class

Author

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