analyticdoublebarrierengine.hpp File Reference

Analytic barrier option engines. More...

#include <ql/pricingengines/barrier/analyticdoublebarrierengine.hpp>
#include <ql/instruments/barrieroption.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Classes
class	AnalyticDoubleBarrierEngine
	Wrapper engine for the QuantLib engine to take settlement delay into account. More...

Detailed Description

Analytic barrier option engines.