Wrapper engine for the QuantLib engine to take settlement delay into account. More...
#include <qle/pricingengines/analyticbarrierengine.hpp>
Public Member Functions | |
AnalyticBarrierEngine (ext::shared_ptr< GeneralizedBlackScholesProcess > process, const Date &paymentDate) | |
void | calculate () const override |
Wrapper engine for the QuantLib engine to take settlement delay into account.