#include <ql/Instruments/barrieroption.hpp>
Inheritance diagram for BarrierOption:
[legend]List of all members.
Detailed Description
Barrier option on a single asset.
The analytic pricing engine will be used if none if passed.
Member Function Documentation
void setupArguments |
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Arguments * |
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const [virtual] |
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When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from OneAssetStrikedOption. |
void performCalculations |
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const [protected, virtual] |
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In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from OneAssetStrikedOption. |
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