[Quantlib-users] Pricing FX TARF using Quantlib

[satyaki <sat...@gm...>]

Hi,

I am trying to price an FX TARF using Quantlib. I am new to QuantLib . 

I understand that this is probably priced by solving the Garman-Kohlhagen
PDE. Is this correct ? 
 
Can anyone provide some pointers on how deal setup and pricing can be done
using Quantlib ? 

Regards,

Satyaki





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