Re: Touch option pricing

Posted by Luigi Ballabio on Nov 02, 2015; 3:50pm
URL: http://quantlib.414.s1.nabble.com/Touch-option-pricing-tp17013p17020.html

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




--
View this message in context: http://quantlib.10058.n7.nabble.com/Touch-option-pricing-tp17013.html
Sent from the quantlib-dev mailing list archive at Nabble.com.

------------------------------------------------------------------------------
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--

<http://leanpub.com/implementingquantlib>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

------------------------------------------------------------------------------

_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev