Re: Double Barrier Options

Posted by Luigi Ballabio-2 on Feb 26, 2004; 1:02am
URL: http://quantlib.414.s1.nabble.com/SVD-routine-error-tp2794p2801.html

Hi Daniel,

On 2004.02.26 00:45, daniel saitowitz wrote:
> Is there any code for double barrier options?

No, there's not.

> I can't seem to find any, if not maybe I can contribute some.

That would be great.

Thanks,
        Luigi