Pricing FX TARF using Quantlib

Posted by satyaki on Aug 24, 2016; 4:20pm
URL: http://quantlib.414.s1.nabble.com/Pricing-FX-TARF-using-Quantlib-tp17670.html

Hi,

I am trying to price an FX TARF using Quantlib. I am new to QuantLib .

I understand that this is probably priced by solving the Garman-Kohlhagen PDE. Is this correct ?
 
Can anyone provide some pointers on how deal setup and pricing can be done using Quantlib ?

Regards,

Satyaki