[Quantlib-users] FD Engine for Partial Time Barrier Option

[Michele dL <mdi...@gm...>]

Hi all,

Could you please suggest which FD engines are available for
PartialTimeBarrierOption?

For example, with standard BarrierOption one could use
fdHestonBarrierEngine. Is there a dedicated Heston engine for
PartialTimeBarrierOption?

Regards,
Michele