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| file | analyticbarrierengine.hpp |
| | Analytic barrier option engines.
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| |
| file | analyticbinarybarrierengine.hpp |
| | analytic binary barrier (cash/asset or nothing plus in-the-money check) option engine
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| |
| file | binomialbarrierengine.hpp |
| | Binomial Barrier option engine.
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| |
| file | discretizedbarrieroption.hpp |
| | discretized barrier option
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| |
| file | fdblackscholesbarrierengine.hpp |
| | Finite-Differences Black Scholes barrier option engine.
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| |
| file | fdblackscholesrebateengine.hpp |
| | Finite-Differences Black Scholes barrier option rebate helper engine.
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| |
| file | fdhestonbarrierengine.hpp |
| | Finite-Differences Heston barrier option engine.
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| |
| file | fdhestonrebateengine.hpp |
| | Finite-Differences Heston barrier option rebate helper engine.
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| |
| file | mcbarrierengine.hpp |
| | Monte Carlo barrier option engines.
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| |