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QuantLib_BarrierOption_engine
Langue: en
Version: 166718 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::BarrierOption::engine - Barrier-option engine base classSYNOPSIS
#include <ql/instruments/barrieroption.hpp>
Inherits GenericEngine< BarrierOption::arguments, BarrierOption::results >.
Inherited by AnalyticBarrierEngine, MCBarrierEngine< RNG, S >, and PerturbativeBarrierOptionEngine.
Protected Member Functions
bool triggered (Real underlying) const
Detailed Description
Barrier-option engine base class
Author
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