QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Placeholder for enumerated barrier types. More...
#include <doublebarriertype.hpp>
Public Types | |
enum | Type { KnockIn , KnockOut , KIKO , KOKI } |
Placeholder for enumerated barrier types.
Definition at line 33 of file doublebarriertype.hpp.
enum Type |
Enumerator | |
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KnockIn | |
KnockOut | |
KIKO | |
KOKI | lower barrier KI, upper KO lower barrier KO, upper KI |
Definition at line 34 of file doublebarriertype.hpp.