lballabio/quantlib — pull request #152 by rglarix (2014-10-20 15:03:25+00:00)
Title: Doublebarrier extension: binominal engine, digital, ki+ko

this pull request builds on #149 adding a binomial engine (with optional Derman-Kani), a binary/digital engine and support for KIKO/KOKI barriers.
Unfortunately I wasn't able to create a pull request with only the commits additional to #149, please let me know if I can improve this PR somewhat.