QuantLib_DoubleBarrierOption_engine man page

DoubleBarrierOption::engine — Double-Barrier-option engine base class  

Synopsis

#include <ql/experimental/barrieroption/doublebarrieroption.hpp>

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

Inherited by AnalyticDoubleBarrierBinaryEngine, AnalyticDoubleBarrierEngine, BinomialDoubleBarrierEngine< T, D >, and WulinYongDoubleBarrierEngine.

Protected Member Functions

bool triggered (Real underlying) const

Additional Inherited Members

Detailed Description

Double-Barrier-option engine base class

Author

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Info

Fri Feb 10 2017 Version 1.9.1 QuantLib