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From: Michele dL <mdi...@gm...> - 2022-06-28 10:26:26
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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 |