// Call up-and-out-down-and-out
value_type K = 100.0;
value_type T = 0.25;
value_type r = 0.1;
value_type d = 0.0;
value_type sig = 0.25;
// Barrier parameters
value_type L = 50.0;
value_type H = 150.0;
// Rebates
value_type RebateL = 0.0;
value_type RebateH = 0.0;
S = 100
Euro = 6.1644XY
Amer = 6.2538WZ
What are XY , WZ ?
And if time allows, what's delta and gamma at S = 100?