Touch option pricing

[sansan]

Hello,
        I am new to quantlib. I am searching for example code to price Touch option (Single/Double). Please let me know how it is priced or point me to any example.

Regards,
San

[Luigi Ballabio]

Hello,

    they're called barrier options in QuantLib.  You can find examples in test-suite/barrieroption.cpp and test-suite/doublebarrieroption.cpp.

Luigi

On Mon, Nov 2, 2015 at 8:44 AM sansan <[hidden email]> wrote:

Hello,
        I am new to quantlib. I am searching for example code to price Touch
option (Single/Double). Please let me know how it is priced or point me to
any example.

Regards,
San




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