Barrier option engines

Classes

class  PerturbativeBarrierOptionEngine
 perturbative barrier-option engine More...
class  AnalyticBarrierEngine
 Pricing engine for barrier options using analytical formulae. 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...