QuantLib: AnalyticBarrierEngine Class Reference

### A free/open-source library for quantitative finance

# AnalyticBarrierEngine Class Reference
[Barrier option engines]

`#include <ql/pricingengines/barrier/analyticbarrierengine.hpp>`

Inheritance diagram for AnalyticBarrierEngine:

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List of all members.

## Detailed Description

Pricing engine for barrier options using analytical formulae.

The formulas are taken from "Option pricing formulas", E.G. Haug, McGraw-Hill, p.69 and following.

Tests:
  the correctness of the returned value is tested by reproducing results available in literature.

Examples:

  Replication.cpp.

## Public Member Functions
| AnalyticBarrierEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process)
void | calculate () const