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Searched defs:DoubleBarrierOption (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/
H A Ddoublebarrieroption.hpp40 class DoubleBarrierOption : public OneAssetOption { class
H A Ddoublebarrieroption.cpp28 DoubleBarrierOption::DoubleBarrierOption( in DoubleBarrierOption() function in QuantLib::DoubleBarrierOption