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

Classes
Barrier option engines
Pricing engines

## Classes

class | PerturbativeBarrierOptionEngine
| perturbative barrier-option engine More...
class | AnalyticBarrierEngine
| Pricing engine for barrier options using analytical formulae. More...
class | FdBlackScholesBarrierEngine
| Finite-Differences Black Scholes barrier option engine. More...
class | FdBlackScholesRebateEngine
| Finite-Differences Black Scholes barrier option rebate helper engine. More...
class | FdHestonBarrierEngine
| Finite-Differences Heston Barrier Option engine. More...
class | FdHestonRebateEngine
| Finite-Differences Heston Barrier Option rebate helper engine. More...
class | MCBarrierEngine< RNG, S >
| Pricing engine for barrier options using Monte Carlo simulation. More...