BarrierOption::arguments Class Reference

#include <ql/Instruments/barrieroption.hpp>

List of all members.


Detailed Description

Arguments for barrier option calculation


Public Member Functions

void validate () const

Public Attributes

Barrier::Type barrierType
Real barrier
Real rebate


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen