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file | analyticdoublebarrierengine.hpp |
| Analytic double-barrier option engine.
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file | doublebarrieroption.hpp |
| Double-barrier option on a single asset.
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file | perturbativebarrieroptionengine.hpp |
| perturbative barrier-option engine
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file | vannavolgabarrierengine.hpp |
| Vanna/Volga barrier option engine.
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file | vannavolgadoublebarrierengine.hpp |
| Vanna/Volga double-barrier option engine.
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file | vannavolgainterpolation.hpp |
| Vanna/Volga interpolation between discrete points.
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