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<div class="title">Barrier option engines<div class="ingroups"><a class="el" href="group__engines.html">Pricing engines</a></div></div> </div>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_double_barrier_binary_engine.html">AnalyticDoubleBarrierBinaryEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for double barrier binary options. <a href="class_quant_lib_1_1_analytic_double_barrier_binary_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_double_barrier_engine.html">AnalyticDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for double barrier european options using analytical formulae. <a href="class_quant_lib_1_1_analytic_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_double_barrier_engine.html">BinomialDoubleBarrierEngine< T, D ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for double barrier options using binomial trees. <a href="class_quant_lib_1_1_binomial_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_perturbative_barrier_option_engine.html">PerturbativeBarrierOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">perturbative barrier-option engine <a href="class_quant_lib_1_1_perturbative_barrier_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga_barrier_engine.html">VannaVolgaBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanna Volga barrier option engine. <a href="class_quant_lib_1_1_vanna_volga_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga_double_barrier_engine.html">VannaVolgaDoubleBarrierEngine< DoubleBarrierEngine ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanna Volga double-barrier option engine. <a href="class_quant_lib_1_1_vanna_volga_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_wulin_yong_double_barrier_engine.html">WulinYongDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using analytical formulae. <a href="class_quant_lib_1_1_wulin_yong_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_two_asset_barrier_engine.html">AnalyticTwoAssetBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for barrier option on two assets. <a href="class_quant_lib_1_1_analytic_two_asset_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_double_barrier_engine.html">FdHestonDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston Double <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_heston_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_barrier_engine.html">AnalyticBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using analytical formulae. <a href="class_quant_lib_1_1_analytic_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_binary_barrier_engine.html">AnalyticBinaryBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for American binary barriers options. <a href="class_quant_lib_1_1_analytic_binary_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_barrier_engine.html">BinomialBarrierEngine< T, D ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using binomial trees. <a href="class_quant_lib_1_1_binomial_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_black_scholes_barrier_engine.html">FdBlackScholesBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Black Scholes barrier option engine. <a href="class_quant_lib_1_1_fd_black_scholes_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_black_scholes_rebate_engine.html">FdBlackScholesRebateEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Black Scholes barrier option rebate helper engine. <a href="class_quant_lib_1_1_fd_black_scholes_rebate_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_barrier_engine.html">FdHestonBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_heston_barrier_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_rebate_engine.html">FdHestonRebateEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> rebate helper engine. <a href="class_quant_lib_1_1_fd_heston_rebate_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_barrier_engine.html">MCBarrierEngine< RNG, S ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_barrier_engine.html#details">More...</a><br /></td></tr>
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