ql/instruments/barrieroption.hpp File Reference
Barrier option on a single asset. More...
#include <ql/instruments/oneassetoption.hpp>
#include <ql/instruments/barriertype.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for barrieroption.hpp:

Classes | |
| class | BarrierOption |
| Barrier option on a single asset. More... | |
| class | BarrierOption::arguments |
| Arguments for barrier option calculation More... | |
| class | BarrierOption::engine |
| Barrier-option engine base class More... | |
Detailed Description
Barrier option on a single asset.