[ quantlib-Patches-2998216 ] Asset-or-nothing option

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Patches item #2998216, was opened at 2010-05-07 17:22
Message generated for change (Tracker Item Submitted) made by hachemidxp
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
Assigned to: Nobody/Anonymous (nobody)
Summary: Asset-or-nothing option

Initial Comment:
Digital asset-or-nothing option with an analytic engine.
see:E.G. Haug p.175

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[Ferdinando M. Ametrano-3]

On Fri, May 7, 2010 at 5:22 PM, SourceForge.net <[hidden email]> wrote:
> https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2998216&group_id=12740
>
> Submitted By: Hachemi Benyahia (hachemidxp)
> Summary: Asset-or-nothing option
>
> Initial Comment:
> Digital asset-or-nothing option with an analytic engine.
> see:E.G. Haug p.175

cash-or-nothing, asset-or-nothing, and gap options are all available
in AnalyticEuropeanEngine, and Haug values are reproduced in the
test-suite.
Am I missing something about your contribution ?

ciao -- Nando

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