Re: [Quantlib-dev] Touch option pricing

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

Hello,
    they're called barrier options in QuantLib.  You can find examples in
test-suite/barrieroption.cpp and test-suite/doublebarrieroption.cpp.

Luigi


On Mon, Nov 2, 2015 at 8:44 AM sansan <san...@ya...> wrote:

> Hello,
>         I am new to quantlib. I am searching for example code to price
> Touch
> option (Single/Double). Please let me know how it is priced or point me to
> any example.
>
> Regards,
> San
>
>
>
>
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