Update documentation for new methods

docs/src/payoffs/asset_payoffs.md

@@ -34,3 +34,6 @@ DiffFusion.IndexConvexityAdjustment
 DiffFusion.VanillaAssetOption
 ```
 
+```@docs
+DiffFusion.BarrierAssetOption
+```

docs/src/pricing_configuration/paths.md

@@ -52,6 +52,10 @@ DiffFusion.asset
 DiffFusion.forward_asset
 ```
 
+```@docs
+DiffFusion.forward_asset_and_zero_bonds
+```
+
 ```@docs
 DiffFusion.fixing
 ```

docs/src/products/cash_flows.md

@@ -79,6 +79,11 @@ DiffFusion.RelativeReturnIndexCoupon
 DiffFusion.VanillaAssetOptionFlow
 ```
 
+```@docs
+DiffFusion.BarrierAssetOptionFlow
+```
+
+
 ## Cash Flow and Coupon Methods
 
 ```@docs

docs/src/scenarios/scenario_generation.md

@@ -29,3 +29,26 @@ DiffFusion.concatenate_scenarios
 ```@docs
 DiffFusion.aggregate
 ```
+
+## Scenario Generation Using Parallel Computations
+
+We implement various strategies for parallelisation of scenario generation: multi-threading multi-processing and a mixed approach.
+
+It turns out that Julia's garbage collection impedes scaling properties of multi-threaded scenario generation. Parallel garbage collection introduced with Julia 1.10 does not seem to help.
+
+Fortunately, multi-processing can be used efficiently for scenario generation. This circumvents the garbage collection limitation.
+
+We also find that a combination of multi-processing and multi-threading can be most efficient. With such a mixed approach we can leverage the lower overhead from multi-threading and mitigate the impact of single-threaded garbage collection.
+
+
+```@docs
+DiffFusion.scenarios_parallel
+```
+
+```@docs
+DiffFusion.scenarios_multi_threaded
+```
+
+```@docs
+DiffFusion.scenarios_distributed
+```

docs/src/utils/utils.md

@@ -152,3 +152,25 @@ DiffFusion.bachelier_implied_stdev
 ```@docs
 DiffFusion.bachelier_implied_volatility
 ```
+
+## Barrier Pricing Formulas
+
+```@docs
+DiffFusion.black_scholes_vanilla_price
+```
+
+```@docs
+DiffFusion.black_scholes_barrier_price
+```
+
+```@docs
+DiffFusion.up_hit_probability
+```
+
+```@docs
+DiffFusion.down_hit_probability
+```
+
+```@docs
+DiffFusion.barrier_no_hit_probability
+```

src/analytics/ScenariosParallel.jl

@@ -169,7 +169,7 @@ end
         )
 
 Combined multi-processing (distributed) and multi-threaded calculation of
-`ScenarioCube` or a vector of `CashFlowLeg` objects and a vector of scenario
+`ScenarioCube` for a vector of `CashFlowLeg` objects and a vector of scenario
 observation `times`.
 
 Multi-processing is implemented via `Distributed` module. The number of