barrier option in excel

Posted by P Nelnik on May 05, 2010; 2:43pm
URL: http://quantlib.414.s1.nabble.com/barrier-option-in-excel-tp8214.html

Is there any way I can price a barrier option in using the quantlib xll functions?

I'd like to have high or low  barrier as either knock in or knock out
the payoff would be a put, call or binary.

And ideally I'd be able to put in some over-hedges on the barriers to smooth out the Greeks.

Thanks
Philip


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