QuantLib_TwoAssetBarrierOption_engine man page

TwoAssetBarrierOption::engine — Two-asset barrier-option engine base class  

Synopsis

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

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

Inherited by AnalyticTwoAssetBarrierEngine.

Protected Member Functions

bool triggered (Real underlying) const

Additional Inherited Members

Detailed Description

Two-asset barrier-option engine base class

Author

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Info

Fri Sep 1 2017 Version 1.10.1 QuantLib