MCBarrierEngine (3) Linux Manual Page

ql/pricingengines/barrier/mcbarrierengine.hpp – Monte Carlo barrier option engines.

Synopsis

#include <ql/instruments/barrieroption.hpp>
#include <ql/pricingengines/mcsimulation.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/exercise.hpp>

Classes

class MCBarrierEngine< RNG, S >
Pricing engine for barrier options using Monte Carlo simulation.

Detailed Description

Monte Carlo barrier option engines.

Author

Generated automatically by Doxygen for QuantLib from the source code.