1Barrier option engines(3)          QuantLib          Barrier option engines(3)
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NAME

6       Barrier option engines -
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Detailed Description

9   Classes
10       class AnalyticBarrierEngine
11           Pricing engine for barrier options using analytical formulae.
12       class MCBarrierEngine
13           Pricing engine for barrier options using Monte Carlo simulation.
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17Version 0.8.1                     29 Oct 2007        Barrier option engines(3)