QuantLib_BarrierOption_arguments

Langue: en

Autres versions - même langue

Version: 375440 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BarrierOption::arguments -

Arguments for barrier option calculation

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>

Inherits OneAssetOption::arguments.

Inherited by DividendBarrierOption::arguments.

Public Member Functions


void validate () const

Public Attributes


Barrier::Type barrierType

Real barrier

Real rebate

Detailed Description

Arguments for barrier option calculation

Author

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