Analytic engine for barrier option on two assets. More...
#include <ql/experimental/exoticoptions/twoassetbarrieroption.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Classes | |
class | AnalyticTwoAssetBarrierEngine |
Analytic engine for barrier option on two assets. More... | |
Namespaces | |
QuantLib | |
Analytic engine for barrier option on two assets.