Re: [Quantlib-users] Double barrier options in QL?

[Luigi B. <lui...@gm...>]

On Mon, Jan 23, 2012 at 3:43 PM, Giorgio Pazmandi
<g.p...@th...> wrote:
>    I have seen that the current version of QL supports single barrier
> options (Down/Up and In/Out), but I didn't see any support for double
> barrier ("corridor") options. Is there an implementation that I did not
> find? If not, is support for such instruments planned in one of the next
> releases?

No, there's no such implementation.  There are no plans either, as far
as I know.

Luigi