ql/Instruments/barrieroption.hpp File Reference
Detailed Description
Barrier option on a single asset.
#include <ql/Instruments/oneassetstrikedoption.hpp>
Include dependency graph for barrieroption.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| struct | Barrier |
| Placeholder for enumerated barrier types. More... | |
| class | BarrierOption |
| Barrier option on a single asset. More... | |
| class | BarrierOption::arguments |
| Arguments for barrier option calculation More... | |
| class | BarrierOption::engine |
| Barrier engine base class More... | |