New answers tagged quantlib
You will find a tutorial of QuantLib using python with simple examples here: http://gouthamanbalaraman.com/blog/quantlib-python-tutorials-with-examples.html I have been writing these as a means to be instructive to others going through the process of learning and working with QuantLib. If you have suggestions on what topics you would like to read, please ...
Touch option is simply a barrier option in QuantLib. You could create one like a down-in barrier type. You can also set the payoff to a binary payoff. The payoff is represented by the StrikePayOff class. A comprehensible example is available on github here.
You should also use make_shared() instead of calling new. See http://stackoverflow.com/questions/20895648/difference-in-make-shared-and-normal-shared-ptr-in-c
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