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

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib