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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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