Creates an Analytic Barrier Engine for pricing barrier options.
The string 'Key' resulting from a successful construction of this engine object can be passed to the
BarrierOption() function in order to create a BarrierOption object that can be priced via the
PrcObjBarrierOption() function.
This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "ABENG"
The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.
The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the
C# example.
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