barrier (3) - Linux Manuals

barrier: 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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