Reference manual - version qle_version
Wrapper of QuantLib analytic double barrier binary engine to allow for flipping back some of the additional results in the case of FX instruments where the trade builder may have inverted the underlying pair. More...
#include <ql/pricingengines/barrier/analyticdoublebarrierbinaryengine.hpp>#include <ql/instruments/doublebarrieroption.hpp>Classes | |
| class | AnalyticDoubleBarrierBinaryEngine |
| Analytic pricing engine for double barrier binary options. More... | |
Wrapper of QuantLib analytic double barrier binary engine to allow for flipping back some of the additional results in the case of FX instruments where the trade builder may have inverted the underlying pair.