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Barrier options

Megh Dal 
Dear friends, is there any implementation in R to price the Barrier options like (up&in, up&out, down&in , down&out). If it is not implemented yet then perhaps I need to write on my own.

Thanks

Thread (8 messages)

Megh Dal Barrier options Nov 1 Brian G. Peterson Barrier options Nov 1 Megh Dal Barrier options Nov 1 Sarbo Barrier options Nov 2 Cedrick Johnson Barrier options Nov 2 Worik Barrier options Nov 2 Megh Dal Barrier options Nov 3 Samuel Le Barrier options Nov 3