QuantLib: Barrier option engines

A free/open-source library for quantitative finance Reference manual - version 1.20

Classes
Barrier option engines
Pricing engines

## Classes
class | AnalyticDoubleBarrierBinaryEngine
| Analytic pricing engine for double barrier binary options. More...
class | AnalyticDoubleBarrierEngine
| Pricing engine for double barrier european options using analytical formulae. More...
class | BinomialDoubleBarrierEngine< T, D >
| Pricing engine for double barrier options using binomial trees. More...
class | PerturbativeBarrierOptionEngine
| perturbative barrier-option engine More...
class | VannaVolgaBarrierEngine
| Vanna Volga barrier option engine. More...
class | VannaVolgaDoubleBarrierEngine< DoubleBarrierEngine >
| Vanna Volga double-barrier option engine. More...
class | WulinYongDoubleBarrierEngine
| Pricing engine for barrier options using analytical formulae. More...
class | AnalyticTwoAssetBarrierEngine
| Analytic engine for barrier option on two assets. More...
class | FdHestonDoubleBarrierEngine
| Finite-Differences Heston Double Barrier Option engine. More...
class | AnalyticBarrierEngine
| Pricing engine for barrier options using analytical formulae. More...
class | AnalyticBinaryBarrierEngine
| Analytic pricing engine for American binary barriers options. More...
class | BinomialBarrierEngine< T, D >
| Pricing engine for barrier options using binomial trees. More...
class | FdBlackScholesBarrierEngine
| Finite-Differences Black Scholes barrier option engine. More...
class | FdBlackScholesRebateEngine
| Finite-Differences Black Scholes barrier option rebate helper engine. More...
class | FdHestonBarrierEngine
| Finite-Differences Heston Barrier Option engine. More...
class | FdHestonRebateEngine
| Finite-Differences Heston Barrier Option rebate helper engine. More...
class | MCBarrierEngine< RNG, S >
| Pricing engine for barrier options using Monte Carlo simulation. More...

## Detailed Description