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... | |