CapeTools Barrier Engine
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In total there are 4 functions present within the CapeTools Barrier Engine category of functions.
General Description
Functions to create several Barrier engines for the pricing of Barrier options. You can price Barrier options via the BarrierOption() function using one of the following engines :
- Analytic Barrier Engine
- Pseudo MonteCarlo Barrier Engine
- Quasi MonteCarlo Barrier Engine
Function list.
- AnalyticBarrierEngine - Creates an Analytic Barrier Engine for pricing barrier options.
- PMCBarrierEngine - Creates a Pseudo MonteCarlo Barrier Engine for pricing barrier options.
- PMCBarrierEngine2 - Creates a Pseudo MonteCarlo Barrier Engine for pricing barrier options.
- QMCBarrierEngine - Creates a Quasi MonteCarlo Barrier Engine for pricing barrier options.
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