Standard discretized option helper class
This class is used with the BinomialDoubleBarrierEngine to implement a standard binomial algorithm for double barrier options
name High-level interface
Users of discretized assets should use these methods in order to initialize, evolve and take the present value of the assets. They call the corresponding methods in the Lattice interface, to which we refer for documentation.
Standard discretized option helper class
This class is used with the BinomialDoubleBarrierEngine to implement a standard binomial algorithm for double barrier options