Arguments for barrier option calculation More...
#include <ql/instruments/barrieroption.hpp>
Inheritance diagram for BarrierOption::arguments:Public Member Functions | |
| void | validate () const |
Public Member Functions inherited from Option::arguments | |
| void | validate () const |
Public Attributes | |
| Barrier::Type | barrierType |
| Real | barrier |
| Real | rebate |
Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Arguments for barrier option calculation