QuantLib_PartialTimeBarrierOption_engine man page

PartialTimeBarrierOption::engine — Partial-Time-Barrier-Option engine base class

Synopsis

#include <ql/experimental/exoticoptions/partialtimebarrieroption.hpp>

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

Inherited by AnalyticPartialTimeBarrierOptionEngine.

Additional Inherited Members

Detailed Description

Partial-Time-Barrier-Option engine base class

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib