bs_barrier.hpp File Reference

#include "quant/barrier.hpp"

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Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::bs
	Analytic Black–Scholes European option pricing and Greeks.

Functions
double	quant::bs::reiner_rubinstein_price (OptionType opt, const BarrierSpec &barrier, double S, double K, double r, double q, double sigma, double T)