QuantLib_BarrierOption_arguments (3) - Linux Manuals

QuantLib_BarrierOption_arguments: Arguments for barrier option calculation

NAME

QuantLib::BarrierOption::arguments - Arguments for barrier option calculation

SYNOPSIS


#include <ql/instruments/barrieroption.hpp>

Inherits OneAssetOption::arguments.

Inherited by arguments.

Public Member Functions


void validate () const

Public Attributes


Barrier::Type barrierType

Real barrier

Real rebate

Detailed Description

Arguments for barrier option calculation

Author

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