Module barrier 

Analytic pricing of continuously monitored barrier options (Reiner-Rubinstein 1991), all eight types: up/down x in/out x call/put, without rebate.

Implemented as a pure function of the market inputs so Greeks can be taken by bumping arguments, and so the formulas can be validated independently of the option object (in-out parity, vanilla limits, Monte Carlo agreement).

Enums

BarrierDirection

Which side the barrier sits on relative to the spot at inception.

KnockType

Knock-in options come alive when the barrier is touched; knock-out options die.

Functions

barrier_price

Reiner-Rubinstein price of a European barrier option (no rebate).